Dennis,
Take a couple of deep breaths, sit down, and pick up the instructions!
The Ztron is pretty easy, especially if you are also an RC flyer. By that I mean I usually hook up a normal 4.8V nicad receiver pack to the "so-called" retract connector (please make sure you plug it correctly by looking at the instruction sheet). I always read the instructions because there are slight differences between the jmp-2 and ztron, so I tend to forget.
I think you have the Castle Link connector. First you need to install the castle-link software, so look at the instruction sheet.
Once installed, plug in the USB cable and board, then plug in the ESC using the throttle connector connector. Launch the CC software and then program away.
Some of this is iterative, since if you choose governor mode, you may need to go back and forth before with the Ztron you get the rpm you want.