Well, a tablet is, for all intents and purposes, just like any other input device. First thing's first: have you installed the software that came with your tablet? Without it, it will only act like a mouse. The Wacom Tablet software should have options for mapping your tablet to your screen and deciding what functions the pen buttons will have.
The way tablets work by default are that hovering the pen above the tablet surface will mimic cursor movement, while placing the tip of the pen on the tablet surface mimics a single click. So if you want to paint with your tablet in photoshop, make a new file, select the Brush tool, and start painting away.
That's the basics, the move advanced stuff comes with how you use your pen and its brush settings in photoshop. I believe that be default, pressure will be enabled, so if you press harder/lighter with the pen, it will make a different mark with the brush tool. All the settings to mess with are located in the brush toolbox in photoshop, so the best way to figure it out is to try checking and unchecking different boxes to see if you like them being controlled by the pen pressure/tilt.