This can be implemented a number of different ways. The key is that the trigger needs to included in one of your most common files (like assuming you have one Settings.php for example since every page uses it). Could be in a header, footer etc…
As for setup, everthing is relative to where you put the files.
I setup a simple test suite below with links to show some of the source.
http://www.tnet.com/test/crontest
In the test config, the trigger is actually the index.php file… you can see (on that page when you look at the source) the include of the actual script that does the work. The rest of the page is just displaying what is in the output.txt file which is updated once a minute based on hits to the page, and a few lines of the log file (with most recent on top).
Note, that if there is not hit once every 5 minutes, the cron will trigger as soon after the 5 minute mark that a hit does happen.
If you are really stuck, send me a pm and I will see if I can help based on what your site config is.