For some specific CAT-tools installation guides have been prepared; if your CAT-tool is not listed, try to use the IATE_{lang1}_{lang2}_TB.csv and IATE_{lang1}_{lang2}_TM.csv for creation of your Termbase and Translation Memory, respectively.
For TRADOS STUDIO/MULTITERM 2011 and upwards: click here
For DVX2/3: click here
For memoQ 2013 and upwards: click here
For WordFast Classic/Pro, please consult the WordFast user manuals. They contain comprehensive descriptions of all the details of creating and maintaining Term bases and Translation Memories.