If you've gotten to the confirmation page of event setup, which I'm guessing you have (unless you just like reading knowledge base questions to help you sleep at night), then you are literally seconds away from getting registration up and running.
On the bottom of the Confirm page you should see two buttons: Launch Registration and Preview Registration
Clicking this button launches registration to the public
IMPORTANT: If you set your open dates/times (in Classes + Categories) to a date in the future, nobody will be able to register until that date/time is reached, even if you click the Launch Registration button.
Clicking this button allows you to see the participant registration process without opening registration up to the public. Only you (and those you give the URL to) will be able to see registration.
Some important things about Preview Mode:
...and there you are!