Creating a CloudFront distribution is fairly straight forward. You just need to know if you want to do streaming data or download data, and have your items in an S3 bucket already.
CloudFront is a very cool way of setting up a cheap Content Distribution Network using Amazon Web services. This video goes through the processes of creating a CloudFront distribution for streaming media that is already stored in an S3 bucket in Amazon Web Services. This is super easy to set up, as long as you have the content ready to go in your S3 bucket. You can use the S3 bucket to set up a static web site that will deliver the media or objects you want to deliver.
S3 is not good for dynamic content, but setting up an EC2 instance for your dynamic content and tying it back to your S3 bucket static content is super easy to do as well. You just have to make sure that the permissions on the bucket are set for everyone/read and you are well on your way to getting content out into the world.
From the Amazon Site: — Amazon CloudFront has a simple, web services interface that lets you get started in minutes. In Amazon CloudFront, your content is organized into distributions. A distribution specifies the location or locations of the original version of your files. A distribution has a unique CloudFront.net domain name (e.g. abc123.cloudfront.net) that you can use to reference your objects through the global network of edge locations. If you wish, you can also map your own domain name (e.g. www.example.com) to your distribution. You can create distributions to either download your content using the HTTP or HTTPS protocols, or stream your content using the RTMP protocol.