Oh I could go on forever about the rules and tips etc, but I'll try and keep it simple. If you've shown cattle, you'll know all about the presentation and hard work that goes in but with horses its like a gazillion times more.
First of all, you say your horse doesn't know how to set up yet? Is he young? A method I've used to teach horses this is by focussing on one foot, for instance the right hind. You need to position that first and then pick up all the other feet (or ask him to back) until it is all square. With younger horses, its all about repetition no matter what method you choose. However, try to keep these sessions short as I find that most horses attention span as babies are quite short. Remember set up, halt, praise, repeat.
As far as halter classes go, you want your horse to be presented well, and clean. Halter is all about the horse, so you really want to present it to the best of its ability. Flaunt your horse's assets :) Standing in the right spot while your judge examines your horse is also a good idea. I'm not if there is a specific rule in halter saying you must do the quarters method, but ideally you want to stand where you don't hinder the judge's view of the horse. In some classes, where it is close, you may be asked to jog out again or to show your horse's teeth. Make sure your horse is comfortable with you opening there lips.
With showmanship, its all about you and how you handle your horse. You smooth transitions, an easy back up, and excellent pivots. You want to be confident. You need to remember to keep from your elbows down at a 90 degree angle. For showmanship, your horse needs to be able to set up smoothly and quickly. You also need to know where to stand. These classes although they may seem easy, are quite hard to nail and I'd recommend finding a western trainer or mentor. It really is quite difficult to explain each and every aspect, so if you have any specific questions just ask :)