After installing Xray, there are basically two steps you need to make or ensure before starting to use it.
In Jira's administration, in the Add-ons tab, go to Issue Type Mapping and configure what issue types should be considered as "requirements" and "defects".
You can enable Xray for your existing projects or create a new project with both standard and Xray issue types.
For existing projects, in the project Administration page, go to Actions at the top right-hand side. You can either:
a) set your project as a Requirements project by choosing "Enable Xray Requirement Coverage", so the requirements are covered by tests; or
b) add Xray issue types (i.e., Test, Test Set, Test Execution, Test Plan) to the project.
Since the Issue Type Scheme being used by your project may also be used by other projects, in order to add Xray's Issue Types from the project settings page you must belong to a group allowed to do so in Xray settings. The allowed groups to add Xray Issue Types can be defined in this setting.
If, instead, you want to quickly create a new project and use it to manage everything (e.g., requirements, defects, tests), go to the Jira Administration page for Projects. In the creation dialog, choose "Xray Test Project".