yes, when setting up your tackle. put as much backing on your spool as what it will take to fill your spool up after adding your flyline. Attach your flyline to the backing, there are a few standby knots to use that you can look up without too much problems. Then to the end of your flyline you attach a leader then the fly.
Your best bet for flyline is a Weight Forward (WF) flyline in the proper weight for your rod and the fly you will be using. there are a myriad of different types that are possible to puchase. From cheep lines ($25) to $100+ lines. Obviously there are differences. But for most people and for most of the water on the tribs on the East coast of WI, the weight forward floating flyline in a moderate price is probably your best option.
The leader can be made several different ways. Generally, the leader begins with it being thicker and stiffer closer to the flyline. this helps "turn" the fly over helping keep your leader from landing in a crisscrossed mush of a pile, getting tangles.
You can use a straight (same diameter, say abot 15lb test) leader all the way to the fly but that doesn't cast very well generally either, and the fish can become leader shy and refuse your offering.
So you need to "step down" the flyline, from thick ( and stiff) to thin and limp. There are a ton of leader recipes on the net that tells you how build this yourself successfully. Or you can buy a leader already manufactured that way, which is easier and probably a better idea for you to start with.
You can attach the leaeder to the flyline by a couple of different knots, but I like to use a braided loop that slips over the flyline like chinese fingercuffs. Then just loop your leader through and voila! you can tie your fly on and start fishing. The braded leader connection loop isn't the most efficient thing to use, sometimes it will hinge the line while casting but works pretty well for me and is the easiest in my opinion.
After retying your fly for a bit you will lose some length on your leader, usually start out about 9ft or 7.5 foot or so. The smallest limp portion will be essentialy gone. To replace that you can tie on a "tippet" which is a smaller diameter limp line that is generaly used to replaced the missing part. That is a simplification of the tippet of course but, for now, that is what you need to know.
Feel free to ask further questions. There are a lot of other guys with a lot more knowledge than me on here.