I'm assuming you havent done this before. GSA is no different to any other windows software. Go and purchase a VPS solution, some private proxies (semi-dedicated to start with). an hotmail or other email generator to use, a Captcha breaker, if you are planning to use it and GSA indexer.
This is a very high level answer as I dont know what you are trying to achieve as GSA is a very powerful software.
GSA's forum is pretty informative so try out a handy guide in there and you should be fine.
If you have any other questions on GSA itself, let me know