GTA3:MTA is not newbie friendly!
Basically, setting up a game for Vice City consists of using the All Seeing Eye server browser to find a server you want, clicking it and clicking Start Game on the MTA client window that appears.
Remember that it is a beta, and some people have had slight problems joining games, but solutions have been posted on the forums should you have difficulties.
Edit:
There is currently no GTA3 / VC combo, as that is MTA 0.4 which is not yet out.