Did you set up a workflow? Are you familiar with all steps for setting up a workflow?

Yes.
Execute the Txn SWDD(Creating a new Workflow).
In the header of the Workflow, define the Business Object and Event you refer to for triggering the Wf.
Create the Steps required for your workflow(Activity).
Inside the Activity, Create the task and assign the Business Object and the related method for that business object.
Activate the Workflow.