After you've downloaded and installed the app, run it. At the first menu that pops up, you'll see the login screen. Press "Sign up" to create a new account. Enter in your desired account ID, password, e-mail address, and gender. Then press "Create".
(If it does not create, try either changing your username as it may already be taken, or your password as it must be 4 or more characters in length. Also, if you're creating another account, you must use a new e-mail address, as each account must be tied to a unique e-mail address)
(Empire of Chaos collects your e-mail address in case you ever lose your account info, it could be sent to your e-mail address. It could also be used to resolve any support issues)
Next step: see Logging in for the first time