After starting Xpertmud you'll see a fancy menu bar, some nice tool bar and a status bar at the bottom of the window. The connection entry gives you the possibility to open a connection dialog, close the connection or quit your client. The window menu allows you to toggle between multiple open windows. Within settings you can configure the visibility of your tool- and statusbar, change your toolbar configuration or open the general configuration dialog. From within help you'll get some information about the client and you'll be able to start this page. So you probably already know about help.
The connect dialog allows you to open a connection to some telnet server. You can choose your connection from the dropdown list. If you want an empty entry to insert some new connection settings just hit the New button, to get rid of some entry press Delete.
The text in the name field will be shown in the dropdown, so set it to some name you can identify the mud with.
Host is the named host you'll connect to.
Port is the port on the host the client should connect to.
In the Script section you can enter text line for line, just like you would type it in the input line. You'll use this to load some mud specific script and log in automagically. See The Input Line for further instructions.