Ethereum and Ethereum Classic can be managed with Ledger Nano S and Ledger Blue. Nano and HW.1 only support Bitcoin.
If your device is not initialized go to https://www.ledgerwallet.com/start and follow instructions.
Once your device is initialized:
To manage your ETH or ETC, you must launch the Ledger Wallet Ethereum Chrome application. If you didn't install it yet, this is the way to do it: in your Chrome browser, install the application here.
To find your Ethereum address (required to receive a payment),
While receiving payments, your Ledger device can be disconnected as your transactions are tracked on the Blockchain. These transactions will be synchronized on your wallet when you open it.
Please note that your Ledger device doesn't support natively Ethereum tokens, but you can manage them by managing your Ledger account through MyEtherWallet