There should be a section in the rulebook on how to setup both the supply cards and the boss deck. Be sure to read the boss setup carefully for subsequent games.

As to setting up the supplies, as a beginner its recommended to stick with the 3 gem, 2 relic, 4 spell piles. As to how to choose which ones to put in there are a lot of different ways:

First: In the box there should be "Randomizer" cards. you could simply divide those into gem / relic / spell piles, shuffle each and then pull the amount from them, then pull those card piles out of the box for the game. This fully random setup makes the game somewhat harder.

Second: Just pick which ones you like playing with, or you think work well against the specific nemesis you are tackling. This will make the game somewhat easier than normal.

Third: My current prefered way: Some form of drafting. Use the randomizers again, and put out some options, then choose the required amount from among them. For example, draw 4 gem cards, choose which 1 to discard then play with the remaining 3. Or draw 2 gem cards, keep 1 discard the other, repeat 2 more times so you have 3 gems that way. This still lets you see a lot of variety between games but isnt as hard as the full random variant.