Just double click the icon on the desktop to start MTA. You should know whether you have GTA3 or Vice City installed (or both), so it's a matter of clicking the "Servers" button and selecting Vice City or GTA3 from the dropdown box there.
Once you've found a server, click Connect and you will be asked to browse to your GTA3 / VC folder, depending on which server you selected. These will be located by default in your C:\Program Files\Rockstar Games folder.
The MTA manual that is located in the Start Menu should help.