Dice Masters Casual Setup
The different options for setting up games are located on pages 22 and 23 of the starter set rules. I have no idea if WizKids replicated these in the rulebook for the Civil War starter, but the link should get you going. Assuming you only have the starter set, you're best off going with the draft option for now. If you start buying additional packs it will become more feasible to build teams before a game using the Basic Teams setup. And if you really get into the game, the Tournament Teams setup will probably be what you'd use at your local gaming store. Below are the rules for each.

Draft:

This is a useful style of play when only one player has a set of dice.
Choose a number between 8 and 20, based on the size of the collection being used. Both player will field up to that number of dice, and start the game with that many life. Shuffle the basic action cards and choose three or four of them at random to use. This makes for a different environment to consider when drafting.
Place all the dice, sorted by type, in the center of the table. Place all the available  character and action cards in the center, stacking cards that share the same name together, even if they have different subtitles. Determine the first and second players. The second player picks first, choosing one card stack. If that player picks a stack with more than one card, that player must choose which card to use. The second player also takes all the dice for that character and decides how many (up to the max listed and the chosen team limit) to use. The first player then chooses. The players alternate until all cards have been chosen. Players use all cards for which they have dice. Cards that have no dice to them (e.g., the player drafted them after reaching the team limit) are not used in the game.


Basic Teams:

Use this variant when you want to explore new potentials and try new strategies. Each player starts with 15 life. Build your team to the following specifications.
Choose two different Basic Action cards. You cannot bring two of the same Basic Action card. However, when you play, it’s possible that your opponent may have chosen the same card(s) as you did. That’s fine; there are just twice as many of those dice as normal.
Choose up to 6 cards. You can choose any mix of characters and actions (except Basic actions), and you can mix teams, etc. However, you cannot choose more than one card with the same title on it, even if the cards have different subtitles. For example, if you choose Iron Man, Philanthropist, you cannot also choose Iron Man, Inventor. Choose up to 15 dice. Note that all cards have a limit on how many dice can be on the card. You cannot bring more dice than the card allows. You can bring less, of course, to make room for dice on other cards. However, each of your six cards you choose must have at least one die assigned to it.
Each player reveals the two Basic Action cards they want on the battlefield. It is possible that both players choose the same Basic Action card(s); in that case, there are two sets of those dice available. Assign colors to each of the Basic Action cards revealed, place them in the center of the table, and place the three matching dice on each one.
Then both players reveal their personal cards, and place their matching dice on them. Choose a first player and start fighting!


Tournament Teams:

For tournament competition, each player starts with 20 life. Build your team to the following specifications.
Choose two different Basic Action cards.  Choose up to 8 cards. You can choose any mix of characters and actions (except Basic actions), and you can mix teams, heroes with villains, etc. However, you cannot choose more than one card with the same title on it, even if the cards have different subtitles. Choose up to 20 dice. Note that all cards have a limit on how many dice can be on the card. You can bring less, of course, to make room for dice on other cards. However, each of your eight cards you choose must have at least one die assigned to it.
At the tournament, reveal all the cards and dice you chose at the same time, and simultaneously with your designated opponent.