I'm sure this isn't a revelation, but I found the documentation to be really lacking. Here are a few items that I struggled to find the answers for that might help others.

Q:Where do you install the agents?
A: On every server hosting a volume you want to scan

Q: Where does the NFRGroup & NFRUser objects need to be created?
A: Apparently anywhere you want?

Q: How do you stop/start the egnine & agent on linux?
A: /etc/init.d/nfrengined & /etc/init.d/nfragentncp each followed by status/stop/start/restart

Q: When you launch the NFRAdmin the first time, what address/port name/password do you put in.
A: In my case I am running the NSM integration, the address is the NSMEngine and NSM port. The name/password I used is the account I added to the NFRGroup. (happends to be the same account I use for NSM)

Hope this helps someone else struggling to find a few answers in the documentation.