The older cards we have take 5V and can be powered a number of ways. For our purpose a 5V wall wart works great. Keep in mind the jack requires a 2.5mm plug, not the standard 2.1mm size.
The newer (July 2014+) cards have MOLEX plug for power, the DC jack has been replaced with an audio jack for some reason. You will have to power it from the ITX power supply using the 4-pin molex, plug it right into the sender!
Setup is straight forward- Ethernet gets plugged into the 'U' port, 5V power to the DC jack, and video input to the DVI jack. For more connectivity, a HDMI to DVI adapter can be used. I used this one. You can also get Displayport to DVI (or DS -> HDMI -> DVI) cables easily.
If you purchased your cards from Adafruit, we pre-program the cards for a 96x96 wall so you should be able to just 'plug it in' and see it work as long as you have video out
I recommend mirroring video of the computer you're using for configuration to simplify things at first.