You can set up your Trezor device by visiting trezor.io/start. Start by connecting your Trezor to your computer using the USB cable provided. Follow the on-screen instructions to initiate the setup process. You'll be guided through steps to create a new wallet or recover an existing one using the recovery seed. Ensure you have a safe place to store your recovery seed as it's crucial for accessing your funds if your device is lost or damaged. Complete the setup by confirming your settings and creating a PIN. Trezor.io/start provides detailed guidance to ensure your device is securely set up.