Once you have Python and MNE-Python up and running, you can use these tutorials to get started processing MEG/EEG. You can find each step of the processing pipeline, and re-run the Python code by copy-paste.
These tutorials aim to capture only the most important information. For further reading:
The default location for the MNE-sample data is my-path-to/mne-python/examples. If you downloaded data and an example asks you whether to download it again, make sure the data reside in the examples directory and that you run the script from its current directory.
$ cd examples/preprocessing
Then in Python you can do:
In : %run plot_find_ecg_artifacts.py
See Datasets for a list of all available datasets and some advanced configuration options, e.g. to specify a custom location for storing the datasets.