You simply need to connect the audio output of your radio to your Mac’s audio input (this is the jack on the back, usually with a little microphone icon). A few models come with audio input cords, most don’t. Also, some models expect an actual microphone to be connected, and require a small adapter (usually included) to allow direct audio to be connected.
Some models require you to select your sound input source, usually from the Sound control panel.
Also, you probably want to tap the audio from your radio’s headphone or external speaker jack, rather than a line level or “Record” output, which may be too low in amplitude.
Signal Window:
 
The large buttons on the left side of the Signal Window select the mode of operation - CW, RTTY, FAX, etc. or one of the signal tuning aids.
The smaller buttons on the right hand side select various options for each mode, things like the baud rate, inversion, etc. As they are mode specific, the number of buttons and their use changes as you change decoding mode.
In the lower left portion of the window, you see the demodulated signal. The lower right part of the window shows a real-time spectrum display, to help you properly tune in the signal. The bar graph at the upper right shows the average audio level. When it is green the audio level is acceptable, red means that it is too high, and is being clipped. This results in distortion, which will cause improper reception.
The following sections describe operation for each mode. Please take the time to read the sections for the modes you’re interested in decoding.