To get started with a new project, simply create a Web or Windows Store project. In the New Project dialog, make sure that Add Application Insights to Project is checked.
To get started with an existing project, right-click on a Web or Windows Store project in Solution Explorer and choose Add Application Insights Telemetry to Project.
That's it! Then run your Web application locally (or deploy your application), and after 10-15 minutes, telemetry data will automatically start appearing in the Application Insights Portal in the Usage tab.