Looks to me, that the README that came with nrpe tells you all of this. I'm confused, what is that you didn't get from the instructions?
Configuring Things On The Nagios Host
Examples for configuring the nrpe daemon are found in the sample
nrpe.cfg file included in this distribution. That config file
resides on the remote host(s) along with the nrpe daemon. The
check_nrpe plugin gets installed on the Nagios host. In order
to use the check_nrpe plugin from within Nagios, you'll have
to define a few things in the host config file. An example
command definition for the check_nrpe plugin would look like this:
command_line /usr/local/nagios/libexec/check_nrpe -H $HOSTADDRESS$ -c $ARG1$
In any service definitions that use the nrpe plugin/daemon to
get their results, you would set the service check command portion
of the definition to something like this (sample service definition
is simplified for this example):
... etc ...
where "yourcommand" is a name of a command that you define in
your nrpe.cfg file on the remote host (see the docs in the
sample nrpe.cfg file for more information).