ng new material
cd material
npm install --save @angular/material @angular/cdk @angular/animations
ng serve --open

src/app/app.module.ts: Opcional. Incluir polyfills

import {BrowserAnimationsModule} from '@angular/platform-browser/animations';

@NgModule({imports: [BrowserAnimationsModule]})

src/app/app.module.ts: Opcional. Si no necesitas otra dependencia

import {NoopAnimationsModule} from '@angular/platform-browser/animations';

@NgModule({imports: [NoopAnimationsModule]})

src/app/app.module.ts: Importar el componente que vas a utilizar, por ejemplo MatButtonModule

import {MatButtonModule from '@angular/material';
@NgModule({ imports: [MatButtonModule]})

src/style.css Incluir theme

@import "~@angular/material/prebuilt-themes/indigo-pink.css";

src/style.css Opcional, default style

body {
    padding: 2em 23em;
    background:lightgray;
}
npm install --save hammerjs //#Opcional: Gesture Support (mat-slide-toggle, mat-slider, matTooltip)

src/main.ts
import ‘hammerjs’;

/src/index.html: Optional: Add material icons (mat-icon)

< link href="https://fonts.googleapis.com/icon?family=Material+Icons" rel="stylesheet">

/src/index.html: Optional: Add roboto font

< link rel="stylesheet" href="https://fonts.googleapis.com/css?family=Roboto:300,400,500,700,400italic">

Ejemplo menú

src/app/app.module.ts:

import { MatToolbarModule } from '@angular/material/toolbar';
import { MatMenuModule } from '@angular/material/menu';
import { MatButtonModule } from '@angular/material/button';
import { MatIconModule } from '@angular/material/icon';

src/app/app.component.html:

< mat-toolbar color="primary">
    < span>MyCompany< /span>
    < span class="example-spacer">< /span>
    < button mat-button [matMenuTriggerFor]="appMenu">< mat-icon>menu< /mat-icon> Menu< /button>
    
< /mat-toolbar>

< mat-menu #appMenu="matMenu">
  < button mat-menu-item> Settings < /button>
  < button mat-menu-item> Help < /button>
< /mat-menu>

Más Información

Indice
Getting started
Angular 4 Material Tutorial
Material Design Icons