You can find our Nokia Display Arduino library on github. To install it, click this button to download the compressed ZIP file then install it. This guide will help you with the install process if you have never installed an Arduino library.
Then you'll have to do the same for the Adafruit GFX Graphics core library, available from github. Click the button to download it. Then install Adafruit_GFX just like the library you've done except this time name it Adafruit_GFX, etc.
Restart the Arduino software. You should see a new example folder called Adafruit_PCD8544 and inside, an example called pcdtest. Open up that sketch and upload it to your Arduino. You should see the example test sequence.
You can control the backlight, its much brighter when you connect the backlight pin to 5V (you don't need a level shifter if you are using a Nokia display from Adafruit). You can control the backlight using an Arduino pin since there is a transistor on the board.