Create an NN-19, SubTractor, Malstrom, THOR, or NN-XT synthesizer in the rack window and choose your instrument. The one you choose ultimately comes down to personal preference, though it is generally recommended you avoid "pad" instruments that are low on initial attack levels. Of course, amplifying the attack level is almost always an option, but many softer sound effects won't allot for much of a volume adjustment.
Right-click on your instrument and select the RPG-8 Monophonic Arpeggiator from the "Create" menu. Reason will automatically hook up the RPG-8 to your instrument; manual routing is available via the rear of the device but not necessary.
Draw a clip box into the RPG-8's track lane and double-click on it. This lane should have appeared when you created the Arpeggiator; if not, right-click on the device and select "Create Track." Since you are using the RPG-8 to control your instrument, it is the device you will use to write in or play notes. Once you've clicked on your clip box, an edit window will appear with piano keys to the left.
Draw some notes into the clip and press the "Play" button or play them on the displayed piano keys. If available, you can also play these notes on a MIDI keyboard of your choosing, but this isn't required. When the keys are pressed or notes are played, you should hear them as you would through the standard instrument, but with timed breaks or "arpeggiations" added.
Experiment with the RPG-8's functions to create the sound effect you are looking for. The center of the console, or "Arpeggiator," controls how many breaks there are in the signal per measure, how long the breaks are and the range of octaves you may use and in what patterns they appear. The left side, or "MIDI-CV Converter," allows for velocity, overall octave and overall note length adjustments, and the console's "pattern" area to the right enables further customization of your break patterns.