Here is a MWE (not really minimum, but showing some options) that should get you started.
Other possible values for the biblatex options are described in the biblatex documentation.
\documentclass[]{article}
\usepackage[autostyle]{csquotes}
\usepackage[
backend=biber,
style=authoryear-icomp,
sortlocale=de_DE,
natbib=true,
url=false,
doi=true,
eprint=false
]{biblatex}
\addbibresource{biblatex-examples.bib}
\usepackage[]{hyperref}
\hypersetup{
colorlinks=true,
}
%% ##############################
\begin{document}
Lorem ipsum dolor sit amet~\citep{kastenholz}.
At vero eos et accusam et justo duo dolores et ea rebum~\citet{sigfridsson}.
\printbibliography
\end{document}
To compile you should now call pdflatex, biber, pdflatex.
biber operates on the .bcf file, so either use biber %.bcf or (even better) just biber %, where % stands for the basename of your main .tex file.
biblatex-examples.bib is a file that comes with your TeX distribution, you can find it at TEXMF/bibtex/bib/biblatex.biblatex-examples.bibor online. It can be used for testing. Use a different filename for your own .bib file.
The natbib=true option allows you to use citep and citet style citations in you text. This is mainly for compatibility with old code. For new code, use \textcite{} and \parencite{} instead. biblatex knows some more cite commands like \autocite{} or \footcite{}. These are described in the biblatex documentation.
biberis a replacement for BibTeX; you should use thebackend=biberoption when loadingbiblatex. Typebiber --helpin a terminal to get basic documentation. – Gonzalo Medina Aug 25 '11 at 13:18