Gnutella is a network, you can use different 'clients' (softwares) to connect to it.
You can find a variety on the web (Check the poll in this forum to see the most popular ones) personally i us Gnucleus.
Once you run your 'client' it will connect you to the gnutella network and therfore to the other users.
You will probably find a 'search' window where you can type in the music, movie, file... your looking for. Select the choosen one and download it!!!
You will also need to set up the folders on your computer that you want to be available to other users....
Keep sharing files, it is the Gnutella network fuel!!!