MCM recorder is set to auto run after character creation is finished. When you load into the starting area (a heavily modified Realm of Lorkhan), create your character. Once that is done, you will be prompted to choose a Deity through Wintersun. No worries if you select none, as shrines are scattered throughout the world dedicated to each god. Feel free to wander around the Realm while waiting for the MCM recording to finish running. You will know when its done, when a text box pops up saying Empyrean has finished playing.