you do not "run" CF per say..
CF8 is installed as a service.
Assuming you have also installed a HTTP server like IIS or Aapache, and you have installed CF correctly (MIME types ect) you should be able to access the configuration page at:
as for question no. 2
CF uses CFML (a tag based markup language similar to HTML).
<cfquery name="qGenIdCheck" datasource="myDataSource">
This is an example of the cfquery tag, it has 2 requirements to work, a name attribute and a datasource attribute.
Same as html, if it opens it closes. (in most cases)
Nested within the cfquery tags is the query i wish want to run, above i am selecting all userId's from the table "idTable".
(datasources are speicified in the CFIDE admin page, under the menu "datasources" of all places :P)
you could then see the contents of this query like so
this is only a simple example of one of the hundreds of tags available.
i suggest the following site as a good head start..
excuse the lousy english