How do I set up rio.600 submersible pump - Rio Fish

That would depend on what you want to set it up to do. For basic use, you attach an output hose or plumbing set up, perhaps a combination of flexible hose and rigid pvc, and put the output where you want the water to go. Then put the pump into water that is deep enough to keep it submerged while operating and plug it in. You may need to hold the output above the water surface where the pump is moving water to. This will allow any air in the plumbing to be pushed out - sometimes air trapped in the plumbing can prevent the water from going through the system.
If you are putting this pump into a sump - a body of water below the main aquarium, you need to be sure the pump is strong enough to pump water to the height you want it to go. The higher the water needs to go, the stronger the pump needs to be.