Enter in the host name of the host you want monitor and search for a standard check that matches what you want to monitor.
On the following screen add any specific settings that are applicable to the host you're wanting to monitor. eg. snmp read only group or port/url for checking
Most complicated linux/windows checks require the nrpe (or similar) daemon to be installed so that nagios can query it for information. To install this select the install client option. This writes out a configuration file and installs plugins required for running standard checks. If you're already doing nagios checks using nrpe on the host it will copy the config to /etc/nrpe.cfg~ For linux hosts select ssh and enter the required authentication details. For windows hosts see here. For more info on setting the clients up manually to point at your server see nsclientNRPE
Reload nagios by clicking the little refresh icon at the top right of the screen
Troubleshooting
Check the nagios config by running
nagios -v /etc/nagios/nagios.cfg
Check the nrpe/nsclient daemon is running on the monitored hosts