/local/cfx5/share/scripts/cfx5config
Hit enter to the two prompts when it asks for some information. The next step is to edit your .bash_profile file that resides in your home directory. Use emacs or vi to edit this file and add this as the last line in the file:
. .profile
Finally, save this file and then log out and log back in. You should now be able to start the online manual system by typing cfx5help, and start CFX by typing cfx5.
The online manual system is quite extensive, and offers pretty good explanations of how to use CFX. You should start out by going through a few of the example problems. I have been suggesting examples 1, 3, and 5.