Assembly
Set up tracks on flat surfaces only. The tracks themselves come with tongue pieces on one end. The tongue slides into the open (opposite) end of another piece of track. Special stunt sets also have one tongued end and one open end for easy assembly. The cars with not run smoothly unless you insert each piece fully into its counterpart. If you have a set with stunts like loops, connect them and tracks in any order you want. Almost all sets are manufactured to adapt to track you may already own, which can allow you to expand your set.
Sets
Hot Wheels sets range from the simple starter set (which requires batteries) to the "Hot Wheels Ultimate Racing Set." Many of these sets carry a theme ("Dino Launcher," "T-Rex Rampage Play," etc.) but most are easy to assemble using the same track/tongue system. Some sets like the "Power Loop Stunt Zone" has two vertical loops that are crossed to create a globe-like effect. Additionally a portion of the track can be attached to a table or chair to help stabilize the entire track.
Extras
Most Hot Wheels sets come with only one car, but some will not work properly without multiple cars. For example, the "Trick Tracks Stunt Play" set (with three stunts) requires one car per stunt. Be aware that some sets will require batteries. The "Power Loop Stunt Zone" for one needs batteries for its speed booster.