The Configuration guide provides the details around installation and configuration of the history database:
As per the guide:
"Use the Identity Manager Installation Wizard to install the HistoryDB Service on the server for the first time. Execute the file “autorun.exe” from the directory “\Other Products\History DB” on the Identity Manager installation CD. It is recommended that you use the installation package for the component “Server Service”. The installation in described in Installing the Identity Manager on page 28 in the Getting Started Guide."
You do need to configure the job service for the history database as well. There is a JobServiceConfigurator.exe in the HistoryDB folder. Again, as per the Config guide:
"Get the required steps for the setup and configuration from the Getting Started Guide, Installing the Identity Manager Service."