I think the installation guide that Elliot points at provides exactly what you need in the "start splunk enterprise for the first time" section: http://docs.splunk.com/Documentation/Splunk/7.0.2/Installation/StartSplunkforthefirsttime
But glad my suggestion solved your issue, I'll change it to an answer, so you can accept it.
Can you perhaps provide some more details on how you installed it and in which location, also what you have tried so far to get it running (posting the specific commands, rather than your current high level brief descriptions)?
I did the download .tgz file, I did the extraction, went to the directory "Downloads/splunk/bin$ " and tryied to use the comand "splunk".
I only did this steps, in the site I can't find tutorials helping how to get start...