MS Release works out-of-the-box, but needs a little help.
To start with adding extensions to your site, you'll need to create a category and a tabgroup. The category is for categorizing extensions. The tabgroup is a group of tabs that will be shown beneath your extensions (you can create multiple groups and re-use tabs).
If you already got an user-base, generate the missing keys. You can find this action in the "Keys" view of MS Release. All keys will be generated for all users.
Please check if the MS Release plugin is enabled. This should be done automaticly, but it can't hurt to check. The plugin will generate keys for new users. This plugin may be disabled if you do not wish to use the key system.