As for setting it up, in general just read through the info panes built into pfbng & dnsbl. That should get you going, then whatever specific questions you may have after setting up either search the forum or post a quetion.
As for feeds, here are some good places to start. The php import that BBCan177 wrote is what I primarily use.
https://forum.pfsense.org/index.php?topic=86212.msg508975#msg508975
https://forum.pfsense.org/index.php?topic=86212.msg510369#msg510369
https://forum.pfsense.org/index.php?topic=86212.msg548372#msg548372
https://forum.pfsense.org/index.php?topic=117806.msg652480#msg652480
I also just posted this which has some links to get you setup for really good content filtering.
https://forum.pfsense.org/index.php?topic=124013.0
I am not at all a computer or networking person, but through this forum and the info panes in pfbng I've been able to get it up and running and it's great.
IMO it's the single most useful package for a home or small office looking to filter their network.