Well, first of all, you have to understand how mTTS works. It is not a "server side" application, so there is no "setup" needed. It is a Java executable JAR file.
When you run it on a computer it binds to a certain port and becomes the server application itself. You also have to forward its port and open it in your firewall to make it available to other clients on the network (or just within your localhost).
Basically, you can use it in one of two ways.
One is the MaryInterface API which is probably the simpler of the two. You can find documentation on the following link: https://github.com/marytts/marytts/wiki/MaryInterface. You have to make another program, one which will collect your text and send it to the API for processing and also, this application will accept the APIs response and do with it whatever you need or want to.
The other way is to include the MarryTTS library into your Java project and use its classes and methods in your program directly. This will mean that you can have faster and more direct interaction with the library and its capabilities, but you will have to do most of the underlying tasks of making it a stable service application, provide or develop your own interfaces for interaction with this new service application etc. This method requires more work on your end, but is not without its obvious benefits.
Even the mTTS website provides a list of publications that you can read for more introduction and information on how to do the implementation. It is located on the following link: http://mary.dfki.de/pavoque/publications/pavoque-publications.html.