If you use WiimoteLib (from Coding4Fun as mentioned in another answer), there is an example application called WiimoteTest. This tests all of the Wiimote inputs and outputs, including for multiple Wiimotes at the same time, so it is a good starting point for your own Wiimote code as it gives you an example of how to do pretty much anything you would want to.
For the second part of your question, connecting the Wiimote to the computer is pretty much the same as connecting any other Bluetooth device. I don't know that it would be very suitable to have this done at installation as it is likely to be connected and disconnected a lot, especially since the Wiimote will turn itself off if not used for a while. However, it's pretty much a matter of following a standard Windows wizard to connect to it, so it's not too hard. This assumes you have a Bluetooth driver that will work with the Wiimote - more information on that is available at the Coding4Fun website. It worked for me with the default driver that already came with my laptop but if it doesn't for you, the one they recommend is BlueSoleil.