Burp doesn't have an elaborate setup process. Starting Burp is as simple as executing a command in your shell of choice.

Starting Burp requires Java to be already installed and configured on your computer. If your computer doesn't already have Java 1.6+, you can get it for free from http://www.oracle.com/technetwork/java/javase/downloads/index-jsp-138363.html.

We need the JRE, so click on the Download button under JRE.

If your computer already has Java 1.6 or above installed, execute the following in your shell:

java -jar /path/to/burpSuite.jar

Those who have done Java programming will understand what is happening here. We are passing a JAR to the Java runtime. Please note there are no command-line options that need to be passed to Burp Suite.