In the examples, most of the config is done by the dev by changing AsA_Server to AsA_Client.
public class EndpointConfig : IConfigureThisEndpoint, AsA_Client { }
However, I can't seem to do that with an ASP.NET MVC4 app.
Do I have to manually configure everything in a web environment?
Yes, here are links to the documentation:
You can also have a look at our sample projects for examples on how to do it, see https://github.com/NServiceBus/NServiceBus/tree/master/Samples/AsyncPagesMVC3
There is also a sample that uses MVC4 but that is against NServiceBus v4 which has not been released yet, see https://github.com/Particular/NServiceBus/tree/develop/Samples/VideoStore.Msmq/VideoStore.ECommerce