The Multiple Sequentially Markovian Coalescent (MSMC) is a population genetic method and software for inferring demographic history and population structure through time from genome sequences. Here we describe the main program MSMC and its successor MSMC2. We go through all the necessary steps of processing genomic data from BAM files all the way to generating plots of inferred population size and separation histories. Some background on the methodology itself is provided, as well as bash scripts and python source code to run the necessary programs. The reader is also referred to community resources such as a mailing list and github repositories for further advice.
Keywords: Coalescent modelling; Complete genome sequencing; Demographic inference; Phasing; Population structure.