You can find most of the step by step at: http://help.sap.com/saphelp_nw2004s/helpdata/en/fc/1251421705be30e10000000a155106/frameset.htm
It includes:
1. Data modeling
2. Metadata and Document Management
3. Setting up the source system:
4. Defining extraction:
5. Defining transformations:
6. Defining data distribution:
7. Defining the data flow:
8. Scheduling and monitoring:
9. Performance optimization:
10. Information lifecycle management:
11. User management: