Hindenburg cannot really record your phone conversations - for that you would need to set up some form of microphone on your phone and feed it into your computer so Hindenburg can hear and record it. It involves setting up a mixer board and a mix-minus feed, there are more than likely complicated YouTube videos dedicated to setting that up.
Hindenburg offers a way around the whole hardware setup by allowing you to record via one of the VoIP services that allow you to call a phone, like Skype or Google Hangouts. This tutorial shows you how to set up the recording of the feed from these services: https://hindenburg.com/support/tutorials#videos-12
As far as making the call to a phone, please consult the help pages of the service you choose to use on how to call a phone. Here at Hindenburg we regularly use the "Skypeout" function in Skype and that works well, but the others are probably just as good.