A migration defines the change that you want to make to the database. To actually execute it, you have to use one of the runners for FluentMigrator. There are 3 of them. There is a command line tool that comes with the Nuget package and it is run from the command line like this:
.\packages\FluentMigrator.1.1.1.0\tools\migrate -conn "server=.\SQLEXPRESS;uid=test;pwd=test;database=FluentMigratorSample" --provider sqlserver2012 --assembly ".\bin\Debug\FluentMigratorSample.dll"
There are 4 parts to this. .\packages\FluentMigrator.1.1.1.0\tools\migrate
is the path in the Nuget package to the migrate.exe. The -conn part is the connection string. The -provider part specifies which type of database it is. The -assemby part is the path to the assembly/dll which contains the migrations that should be executed. See the wiki for more details.
If you are using Nant or Msbuild. There are runners for them as well. They have the same options as the command line tool.
There is one other way to run FluentMigrator and that is directly through code. An example would be something like this class (a friend's project on Github). This class is then called on startup in global.asax.cs like this.