Well, this is a forum platform, so you'd install UBB.threads on your domain at your webhost, then you'd create categories, then forums to go into those categories, then you (or your users) will create topics in those forums and then create posts to fill those topics.
If you're looking to build content into UBB.threads there is a guide at UBBWiki
: Creating a New UBB.threads Page
. Please note however that content that isn't stock isn't supported, but UBBDev
has a long history as the addon community for UBB.threads.