I can say it's a steep learning curve. The cup is flexible, so you fold it up to help insert it, then once it's in the right place (hard to explain, it just kind of settles), it will unfold. You have to make sure it's all the way unfolded so it can create a tight seal and you won't leak right out the sides. A good rule of thumb is that it you can clearly feel where it is once you stand upright, it's probably not in the right place (this goes for both tampons and menstrual cups).
I am saying this as a menstruating female, and would not recommend inserting a menstrual cup anywhere else than what it was intended for. One of my biggest questions is: Why would you even want to? Menstruation is one of the most unpleasant parts of being a woman, why on earth would you want to simulate that? Also, like I said, the point of them is that you don't feel them once they're in and can just go about your day without worrying about bleeding anywhere. So inserting one "for the feeling of it" is kind of contradictory.