If you can't get checksetup.pl to run to completion, it normally explains what's wrong and how to fix it. If you can't work it out, or if it's being uncommunicative, post the errors in the mozilla.support.bugzilla newsgroup.
If you have made it all the way through Section 2.1 (Installation) and Section 2.2 (Configuration) but accessing the Bugzilla URL doesn't work, the first thing to do is to check your webserver error log. For Apache, this is often located at /etc/logs/httpd/error_log. The error messages you see may be self-explanatory enough to enable you to diagnose and fix the problem. If not, see below for some commonly-encountered errors. If that doesn't help, post the errors to the newsgroup.