This site provides ready-made UML kernels to help you getting started.
You may also want to check fs.devloop.org.uk for filesystem images in raw disk format.
These binary kernel images are updated fairly regularly.
The latest version available is
Many more versions are available here
Running a UML instance is as simple as running:
./kernel ubda=root_fs rw mem=256m
You will need a root filesystem, which you can find here
and you may want to add networking