Go here and register your domain with Google Apps. As part of that process, you'll need to verify your domain. In your case, choose the CNAME method. You'll need to add a certain CNAME record in your GoDaddy DNS configuration so they can verify that you do, indeed, have control of this domain. Once you're verified, follow Google's instructions on how to set up MX records for your domain. When that's done, create users and you should be good to go.
Additionally, while you're going through the process of setting up Google Apps, take advantage of all the help documentation they've written up. It's really well-written and quite valuable. On nearly every page in the process, there's a "Help" link in the upper-right of the page. Use it! :)