To start you need to click on the "settings" icon from either your start screen on the Application List;
|Windows Mobile 8.0 "Settings" Application|
|Windows Mobile 8.0 "Settings" Application (Opened)|
|Windows Mobile 8.0 Settings > Company Apps|
|Windows Mobile 8.0 Settings - Company Apps - Add Account|
|Windows Mobile 8.0 Settings - Company Apps - Add Account (More Detail)|
The three new options are Username, Domain, and Server. For MobileIron (for my instance of it anyway) it wasn't necessary to enter the username and domain just the server.
Once that's done just touch "sign in".
And that was it, the Phone is now in the hands of your company administrators. In my case this meant the configuring of an Exchange account.
I had a lot of trouble getting this working. A lot of trouble, but it's not clear where the problem lay with this. It would be easy to blame the phone (and certainly the one-error-message-fits-all approach wasn't particularly helpful - i.e. can you find the server? is the login incorrect?) but I can't be 100% certain. I will say though that I've never had this problem on an iPad or an iPhone but that could just be down to luck ... Let me know if this works for you in the comments, or if it doesn't!!
Once you've configured "company apps" you'll see the familiar Apps@Work icon in the your installed application list.