No, honestly it's not difficult.
That's important. Easy is key, or no one's going to bother with privacy. That's part of Winston's mission. That "easiness" is key to how Winston operates, and why Winston exists, because comprehensive privacy solutions are currently so complicated that almost no one bothers.
Often we use this metaphor -- that true online privacy is theoretically possible without Winston, but then again building your own custom car is possible from scratch in your garage, and how many people actually do that?
So, adding a Winston to your home network is as simple as plugging Winston into your cable modem and router. That's easy.