to monitor the things you want, you must tell what systems you want to monitor (UNIX, Windows,Novell etc.)
Depending on that, you need an agent on those systems, that accepts
the monitoring-requests from your Nagios Monitoring-Station. Of course,
you can also check the Nagios-Station itself too, but as you may figure out, the idea of the Monitoring station is to monitor other systems in your network. The Agent for UNIX-like Systems is NRPE. You compile and install it together with the plugins on the station to be monitored. On the Nagios-side you compile an install the check_nrpe plugin. Having that, you can pll the agents using the check_nrpe plugin of your Nagios station. To see how the NRPE-Agent has to be configured, have a look at the NRPE-Documentation provided with the package.
Hope it helps a bit.