This micro controller works quite simply. You can hook it up to your PC to program and power it. If you're unleashing your Arduino Pro Mini into the wild, you'll probably want to solder on a different power supply though. If you have a DC unregulated power source which is greater than 3.3V (but less than 12) make sure to wire it to the RAW pin. If you have a regulated 3.3V you can wire it directly to the VCC pin.
Just install Arduino IDE, tell the IDE what kind of board you're using, upload your code and wham! You're done.