As a newbie myself couple of things that have puzzled me to start with..

Did you get a P.C. with Mach3 running on it , or just a disc with Mach3?

If your installing Mach3 , need to make sure the parallel port is enabled from the bios on the P.C. your using. Older P.C.s can have had the parallel port switched off when they got a usb printer, took a while for me to spot that one...

E-Stop is on when Mach3 starts, the twinkling reset button bottom left.

Its a bit of a learning curve but one that definitely rewards the effort :-)

Cheers
Adam