First steps for a brand new installation:

1. Add check-mk's template and objects files into /etc/nagios/nagios.cfg:

cfg_file=/etc/nagios/conf.d/check_mk_templates.cfg
cfg_file=/etc/nagios/conf.d/check_mk_objects.cfg

2. Edit /etc/check_mk/main.mk and add the hostnames / IPs of the machines you want to monitor.

3. Run check_mk -I and check_mk -O, this will run an inventory check and rebuild your Nagios configuration files.