Tiwica gave a very good method for entering cache coordinates. I did this very same method for nine local caches. I printed out the information, and "named" them C-1, C-2, etc.; creating a new waypoint for each one. Since all the caches were pretty local, I only had to change some of the coodinates.
I'd suggest taking a bit more time to "play" with your new toy. This is what I have been doing: Make my house a waypoint and walking/driving around the neighborhood. Create other waypoints, and then try to navigate back to them, etc. Carry your GPS with you wherever you go for awhile. Get really familiar with it.
Your mileage may vary..... Mike