What do you need to set it up for? Your local network, with a domain under your control, and an IP range under your control, or an external IP that your ISP controls?
reverse lookup basically resolves an IP address to a hostname. Typically you wouldn't care about that, unless you're sending out email, and you're getting errors about your hostname not matching the reverse lookup results. That's the most typical scenario, you may need it for other reasons.
If it's local, well, you'll need to set up your DNS server properly, with reverse lookup zones, and tie it together with your DHCP server for dynamic updates.
If it's an IP range that's under managed by your ISP, then you'll need to contact them, and ask them to set up a reverse lookup entry for that IP address to be the hostname you want.
If you're on a shared host, they won't help you, I would image. If you're on a dedicated box with a dedicated IP, then I'm sure you can work something out with them.
We're lucky here, since we're actually allotted a proper block of IPs to use, and we just call the ISP to tell them that we need such-and-such hostname with x.x.x.x IP address.