Start PokerTracker. Go to File -> Auto-Import Hand Histories/Tournament Summaries - Setup. On the window that appears, click "Configure..." Add the Empire hand history directory (probably: C:\Program Files\Empire\HandHistory). Hit OK. Hit OK. PokerTracker should now auto import your hand histories.
If you need more information on PokerTracker, your best bet is to ask here:
http://pokertracker.com/forum/
As for PokerAce Hud, there is a tutorial available here:
http://pokeracesoftware.com/hud/tutorial.php