If you mean fully configure my store, the first thing you'll need to do is create the store views you want. So if you have three webshops which you want to enable in Magento, you need three websites, stores and/or store views (see: http://magento.stackexchange.com/questions/7393/difference-between-website-stores-and-store-views).
After that, you can configure the store views via System > Configuration. Best practice is to just go through all tabs, so you know what you can configure and set the configuration the way you want.
After you did that, the basics are done and you can start theming, adding products, advanced configuration, etc.
I hope this will give you a start.
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