First things first, go to the Wizkids Rules Page
and download the 2013 Heroclix Core Rulebook and the 2013 Powers and Abilities Card. Sometimes the rules and PAC you get in starters isn't as up to date as it could be, and getting the latest version of the rules is always a good idea.
Heroclix, like Warhammer 40,000, works off of the idea that you build an army (or Team, in Heroclix terms) to a certain points value and then you play a game against another Team of the same points value until someone wins the game; most casual games are played until one side is wiped out, but tournament games often use scenarios and/or time limits. Unlike 40k, which has free-form terrain on a bare tabletop, a map divided into squares with various rules for certain terrain is used.
I've not actually played the game myself (due to lack of opponents here in Japan), though I have a reasonable understanding of the rules. Were there any particular questions you wanted to ask?