To get started, you need to have at least:
Rooms 1 (In order to have a girl)
Stage 1 (In order to have the girl perform)
Wages to pay the girl.
It needs to be 20:00.
Once all four are true, you can start the night phase which goes through in realtime and calculates the performances, while you can watch the stage, vip areas, etc.
You have enough starting money that you can also do get extra stuff, maybe Rooms 2 to have 6 girls, or Bar to get extra income, or Stage 2--there's multiple strategies that you can use, experiment and figure it out. Just remember that Bar requires you keep your stocks resupplied and any penetration act will use condoms.
My only advice: Buy a dildo per girl, and give it to them. This will allow them to self-train once they hit openness 10 (the minimum to use a dildo performance).