2nd, a preview. EM 5.3 and later requires configuring a SAS Workspace Server and SAS Metadata server. These should run as services in your operating system. The SAS Deployment Wizard should guide you through the process. You will start EM 5.3 client by Start/Programs/SAS/Enterprise Miner, not by sas.exe.
3rd, the installation package for SAS 9.1.3 and EM 5.3 will contain some getting started instructions, as well as the this website if you click on documentation and then on Enterprise Miner.
4th, our current shipping version is EM 6.1 M2 on SAS 9.2 M2. If you need to go through the install process, you should consider this version.