These are some ways to start:
(i) Select File -> Open File... and select a .hprof file
(ii) Select Window -> Open Perspective... -> Memory Analyzer. Then you
have an additional menu entry "Open heap dump" with the proper extension
filters. You also see the object inspector etc.
If you are wondering if the installation of MAT was successful, check the
plugin details of the About dialog for org.eclipse.mat.* plugins.