"Getting Started With the Mbox" is a good read. I've gotten something similar with every PT device I've ever bought so I'd imagine one came with yours.
Seriously. Pro Tools does A LOT. Get comfortable with the documentation that comes with it (printed and PDF.)
Display Menu. Mix Windows Shows-> make sure inserts in checked.
Inserts show up at the top of the mix window. Click on one of the little up-n-down arrows and it will give you a list.
Little arrows (up and down) = insert button, click on those and you get a little drop down menu,
from there from there click on the plugin you want. Picture Illustration