A quick introduction to NServiceBus can be found on their step-by-step guide, make sure you download and run the installer first being configuring your example solution.
Some things to note:
1. The install will configure RavenDB which is accessible through http://localhost:8080 on your machine
2. They missed a step in the step-by-step guide where you have to create a “PlaceOrderHandler.cs” file under the Ordering.Server project.
3. Configure RavenDB to allow Annonymous Access, in the Raven.Server.exe.config file under C:\Program Files\NServiceBus.Persistence.v4
Change
<add key="Raven/AnonymousAccess" value="Get" />
To
<add key="Raven/AnonymousAccess" value="All" />