Detailed instructions on getting MarkLogic set up or installed can be found in the Installation Guide. The full offering of documentation is available via docs.marklogic.com
The overall setup process involves
A "Hello World" example is not really necessary to verify setup. The setup process includes verification of success, in that once installed, the user will navigate a browser to the administrative interface. If something has been missed, the services are not started, or something went wrong with the installation process, the interface will not come up. Full step-by-step procedures are included in the document referenced.
Once installed and basic configuration is in place, a great tool to get started with interacting with the system is called "Query Console" and is available via browser, usually at port 8000. The typical URL for an instance installed on a developer's local machine is http://localhost:8000/qconsole
This powerful tool has a separate document available here.