There are four tabs to fill out - Folder (as in code folding), Keyword, Comment, and Operators. (For a more in depth overview of the User Defined Language system, check out the Notepad++ docs) Make sure to set the file extension and language name. There's no save button, which is a little confusing, but the changes take effect as you make them.
Installing a user defined language file that someone else has written is pretty simple: In window click import and select user defined language xml file and this will appear in User Language list box.