precision voltage reference for multimeter
Since this is your first encounter with a voltage reference, Ill keep this simple.

Connect the IN terminal to a voltage source of 6 volts or greater, but no greater than 40 volts. A common 9 volt rectangular "transistor radio" battery would be fine. Connect IN (Pin 2) to the plus terminal of the battery and GND (pin 4) to the minus terminal. Leave the TRIM input (Pin5) unconnected. With this simple set-up you should measure 5.00 volts on the output. (Connect the black lead of your meter to the negative terminal of the battery or Pin 4 of the IC.

In general, it's a good idea to add capacitors to the input and output of voltage references. The size of the capacitor you would use varies from IC to IC. Most voltage reference data sheets will usually offer specific recommendations or at least guidance on this issue. In the case of the LT1236 you will find  this guidance on Page 7 of the data sheet under the heading "Capacitive Loading and Transient Response". Here we are told to connect a capacitor to the output of no more than 1,000 pf. Or, an RC filter consisting of a small value resistor ("several Ohms") and a 10 MFD capacitor. In your case I wouldn't bother with either.

The addition of a trim pot would be nice, but if you don't have a calibrated voltmeter with which to check the trimmed output of the LT1236, there's little point to include one. The part's specified 0.05% accuracy will produce a maximum error of 2.5 millivolts, so you won't be too far off as far as practical voltage references go. 

Just keep an eye on the supply voltage to make sure it is above 6 volts (e.g. as the battery wears down). If it is, you can pretty much bet the output will be darn close to 5.000000000000000 volts.

As a newbie check your wiring and battery polarity carefully before powering up the circuit. There is no such thing as a circuit too simple to blow  up! The old carpenter's rule about "measure twice, cut once" applies analogously to electronics in terms of proper hook-up of parts. I like to say" "think thrice, measure twice, cut once".