I began building an engine using WWF WCF several months ago. I do not know how complex your rule base is, but ours was pretty large. When you have the potential for something like 40,000 branches, WWF is not a good fit. As an alternative, I ended up building an engine that used logic exception tables in SQL. The rows would store the basic values, as well as formatted strings for formulas that varied between exceptions. Combined with a dynamic language (I used an embedded ironpython engine with a wrapper and you could use an embedded JScript engine), the logic could be determined at a highly abstracted level on the fly. I am SO glad I went this route. Drag and drop logic seems great, but business people will never be able to use it, despite the marketing, and it will only slow a developer down IMHO, quickly becoming a rat's nest.
Update: If you're still interested, here is the beginner's guide. It is certainly not expansive, but has some decent videos. As to setup, our network engineers did the setup for me (company policy for server maintinence, security, etc.), but supposedly it was almost identical to setting up a basic WCF service. Basically throw it in a Virtual Directory in ISS. Because it’s a long-running process usually, be extra careful with memory management while writing the service. Not disposing some resource over and over again for 6 months will really add up and your server will not be happy.