If you head over to
www.vatsim.net , it'll tell you what to get in terms of software. Flying online is fantastic amounts of fun, and well worth a try at least once.
The best place to learn how to interact with the ATC and fly approaches is to fly offline, with MS's ATC. You soon get a feel of what to say where and when. Basically it's a case of reading back whatever they say and understanding it. Flying offline shows you exactly what the ATC will say and how they'll say it, and it'll also show you what to say in return.
As for approaches, the ATC will direct you almost right to the airport, and then it's up to you. But the same applies here - fly offline with the computer ATC and you'll figure out what to do. Once you can read back exactly what your pilot is saying at exactly the same time, then you know roughly what to do! And there's no angry people on the other end if you mess up.
