I 've done a complete project with PIC 18F2685 and ENC28J60 (on the same board as the one you bought) connected via SPI, embedded web server with some basic monitoring and control.
As others have said, it is not easy or straightforward, and there is no step by step manual for TCP/IP stack deployment.
First step IMHO would be to study Microchip Ethernet webinars, TCP/IP parts 1,2,3, AN833, AN724, AN731 etc... Then you can start compiling demo project and start playing with it. But, you have to have pretty good command of C, and understanding of how cooperative multitasking is implemented. There is also a lot of time to be invested in figuring out where is what in the numerous files.
HW part is relatively simple, you just need to connect PIC to ENC via SPI (4 lines)...