Hayden,
If you downloaded the dedicated server file from Facepunch, I believe you also have an OOOOLLLLD version of ULX.
However, before even going through how to use ULX, I suggest you learn server basics.
server.cfg is one major file you would need to edit.
I believe the server package released from FacePunch/garry.tv has a readme, with some basics on what needs to be changed there.
You should probably also learn how to set other configuration items.
Sorry, I don't have a good tutorial link. I suggest using Google.
I'm also moving this thread to Ulysses:General Chat, currently, its not ULib or ULX related.