How do I??

Forum challenges are not programmed into the app, in that, you don't need to do anything to join and nothing will be automatically tracked. Just open the challenges board, open a challenge you're interested in, and reply there telling the host that you would like to join their challenge. Bookmark that thread if you want to visit it daily and post your progress.

To follow someone, click on their profile picture and request to be their friend. It's usually polite to write a message with your friend request explaining why you want to be their friend. If the person accepts, you will be able to see their wall messages and any updates they have enabled on your news feed.