What can you do with them? Very cool stuff actually! Thanks for asking the question! Audience Manager is built to allow you to take advantage of segment information. Meaning you can create a segment to learn information about your client about your client base. Like color of dress, favorite sports team or a specific age group. Combining this into AEM makes more of a dynamic experience for your clients.
That is what you can do with these two combined with other tools you can do other very cool things with your setup.
So to get that integration setup you first have to get the integration setup on your cloud for what we call People Core Services. So I would start with opening a request to your CSM or opening a ticket to firstname.lastname@example.org requesting People Core services to be enabled on your cloud. That will take a little bit to get setup. And then once that is done the integration on AEM to AAM requires that you do the setup under the Step in the Cloud services section on AEM to connect AEM to the accounts on the Experience Cloud. So that is how I would start first.