Got Yubico key, now what do I do with it?

I bought a Yubico key, expecting instructions to come with it explaining what to do after I plug it into the computer. I really want to access GitHub, but I cannot commit from the command line to my test project. I can't seem to do anything with git. I've got the key plugged into the computer. How do I access it? What's my next step going to be? Thanks in advance to anyone who can help me figure this out. I tried a Google search, but came up with a bunch of sites all giving the same error about a database.