I'm a Verilog guy, not VHDL, so the terminology may be slightly different, but you should get the point.
Once you generate the core it will have a verilog or vhdl top level module file that you include like any other sub-module in your design.
There is also a .qip file that you include in your synthesis project. that will pull in all the various sub-modules in the design.
For Simulation, in verilog they generatre a simulation only obfuscated file that you use in simulation with a <FFTmodulename>.vo extension. So I'm assuming they do something similar for VHDL. (They also have a matlab model that they provide if you prefer that method)
Getting data into and out of the FFT core, uses some control signals *_sop, *_eop, etc. You'll need to read the documentation to get the signaling correct. If you are off on your control signals, your results will be invalid. The provide an "Error" output as well (I can't remember the exact name off the top of my head) but that will tell you if you've done something wrong on the control signaling.
Once you start getting results out, they will be in a block floating point form, so if you are calculating magnitude you'll need to use the exponent bus to compare one set of results with the next.
The documentation with the core is ok, but it is a bit tricky to get working correctly. Looking at the Error output in simulation will help you know you have it correct.
Pete