jet wash it over to remove majority of crap, then shampoo, then rinse, chamy off and leave to dry, then wax, high gloss and drive!
Have used the meguires clay bar, pretty easy to use, keep it well lubricated with the stuff that comes in the kit.
You quickly get to feel for the pressue, and feel less and less friction until it is gliding and is done in that area.
Warm the bar up in warm water before use if your doiing it in the cold.