walk across to the terminal and train station. walk to the ticket booth downstairs. hand the clerk euros while mouthing the words "Termini" Grasp ticket in hand proceed left to the platform with the sign that says Termini. Get on train if it is sitting there or wait for it to arrive. 35-40 minutes later get off train and walk the length of Termini to the exit. Take taxi, bus or metro to main part of Rome.

As an alternative once you are at the FCO station just follow all the people lugging luggage onto the train and get off when they do.

It is easy.