Hi Raul,
Here is the typical order of progression but please keep in mind that I'm currently on v6.0.6 so there will likely be some differences since you are referring to Rational Requirements Composer instead of it's new name of DOORS Next Generation. However, having said that, I believe the basic functionality is essentially the same...if I remember correctly.
First, you create your collection in RRC and save it with all the requirements or business needs or whatever you are calling your artifacts in RRC that you want to have match up with a Story in RTC.
Once you have that collection saved you go to the Sprint Backlog (or Product Backlog) plan you intend to populate with them. Within that Plan you select the Links tab (just to the right of Planned Items).
Within the Links tab you select to Add Link and then Implements Requirement Collection. This should bring up an Add Link dialogue that will allow you to use a connection that already exists and then to either link to an existing Collection or to create a new Collection. You select to use an existing collection which will then take you to the Artifact Folder view. You should be able to find and add the collection there. Just select OK when you find it.
Once you do that you will then see a Link Type of Implements Requirement Collection and under that a list of collections you have linked. If you expand that collection it will load the requirements and let you know if there are already Implemented By links associated with any of them.
If you are going to be creating all new Stories for each of the requirements in the collection you would need to select the icon to the left of the collection name with a yellow plus (+) sign at the top right corner. That is the "Create Work Items from Requirements" action. You will then have the ability to select which requirements you want to create work items for, to select all of them, or to select only the ones that don't already have a work item associated.
A couple of things to keep in mind. First, the name of the requirement will be the name of the work item unless you go through and create each work item individually which defeats the purpose. The other thing is that it will take some time to perform the initial load of the requirements as well as to create the work items so don't be too concerned.
I hope that is helpful.
-michael