The remote has an IR emitter on the front that can transmit all the IR codes you program (just like any other IR remote control).
The remote also has an RF transmitter (418MHz) and can transmit codes that way. In order to use that functionality, you have to get an RF base station to receiver those RF transmissions (MRF-260, MRF-350, etc.). That base station then turns the RF signal back into an IR signal, that it sends out thru the IR ports or the IR emitter built-into the base.

You do know that you have to get an account with URC, in order to use the programming software. You will have to send an email with the serial number of the remote and 'hope' they set you up with a consumer account the 1st try.
Also note, the programming software is meant for professional programmers. Although there are some guides in the help section of the software, it assumes you are already familiar with programming.