Right, to check it is running, run top in a console, this lists the running programs along with stuff like PIDs, Virtual pages and CPU usage. THINK should just be sitting there at the top with the highest usage, or at least some.
To make it start when you boot up, add the following lines to /etc/rc,d/rc.local. You will need to change the /usr/local/think to whatever place you installed it.
Code:
cd /usr/local/think
./server -auto &
./think -n 0 &
They will be automatically killed when you go into runlevel 0 or 6 (shutdown and reboot) and will start when you boot into any multi-user runlevel. I'm not sure if rc.local is executed in single-user mode, but it shouldn't matter.