Start WinEdt by double clicking the icon (sort of a pen nib). You get a space to write in, much like any word processor, and lots of tools at the top. The ones you need are:
In the PROJECT menu you will need to Set Main File after you have a latex document in the works. So start your document, save it under a suitable name, and then execute Set Main File. Now WinEdt knows that when you want to start processing a document, it is THAT document.
There is a LATEX button in black at the top. When you push it, your Latex document is processed into a DVI document. If there are errors, you will get a little help in finding them. A common error is to forget to switch out of 'math mode' for example. This would probably not be reported to you, but you could tell by looking at the resulting DVI file.
There is a DVI button (with a little magnifying glass) for inspecting DVI files. You can also print the result if you are satisfied with how it looks.