Once you have downloaded and installed your PaintShop Pro, you can probably start working with it immediately.
If you recently got the new PSP 2018, you will find some differences with most tutorials available online (including here) as they have added a new Welcome screen and two workspaces. This might be quite confusing, whether you are new to PSP or not, so here is a little overview of what you can expect when opening PSP2018 for the first time. (if you are using an older version, you can skip this video).
If this is your first time using PaintShop Pro, and if you do not have any additional resources like brushes, patterns, scripts and more, you can probably skip this step. However, if you already have some of those additional supplies (maybe from using another program) or if you plan on gathering some (and they seem to multiply like crazy), this is a great step to take. It will save you headaches later on, I promise.
Although the tutorial uses PaintShop Pro X6 for illustration, it is an identical process for any other version.