lets start from the main page:
on the left we see Main Menu, Operating System.. Download:Get Started
And this contains all you need to know for Apple, Windows, or Linux
you will need to download both ldraw and an interface program, like MLCAD. To do renders, I've had luck using LPub, which requires you to download Lp3 and POVRay. However, on the Ldraw website there are answers to many questions, and even a place to email questions.
I've met Tim Courtney, who is one of the gurus behind ldraw (one of the guys you can email questions - he wrote a book about it), and he's a really nice guy and eager to support Ldraw in anyway he can.