MVVM is a huge topic. Personally I think it is far too much to discuss in these forums. There are many, many articles online on how to do it but the best option to me is to read through the documentation and tutorials for the framework you have decided to use. You mention Caliburn so I'd start with their tutorials and documentation. Walk through one of the samples and build it yourself. This will give you an idea of how the framework works, what parts you need and hopefully a solid example from which to base your own application.
After that I'd look to blogs of folks who have tried to use the framework to write more interesting apps, such as:
https://www.cshandler.com/2013/03/basics-of-caliburn-micro-with-simple.html#.YVMskTHMKHs
https://softwareengineering.stackexchange.com/questions/287322/how-to-choose-not-to-use-a-framework-caliburn-micro-etc-in-a-given-mvvm-appl
Bear in mind that this is an art more than science so just because you follow MVVM (or whatever pattern) doesn't mean you have to use it everywhere. In some cases you might find a more direct route might work better either temporarily or long term. It is your app so build it the way it makes the most sense even if it "violates" some arbitrary design pattern rule.