This is the on line database that most people resort to for information prior to the start of civil registration in 1837, you must register to use it, but it is totally free and is an excellent source of information, but be aware that like all databases this one does contain errors and omissions and in some cases the information provided there has not been verified. There are two different sets of records that make up the IGI and the set you need is the Community Indexed IGI, sometimes call Vital Records, these in general have been taken from Bishops Transcripts and barring transcription errors are fairly accurate but do need to be verified against original records. Think of the IGI as a useful index so you can find the relevant people and then use that information to check the original records. The other set is the Community Contributed IGI which have been contributed by individuals and often these have no validation and come from places like family records and other sources. You can access the IGI at www.familysearch.org from this page click on the search item in the menu and you can search several databases at one time, though when you get more familiar with the IGI you may wish to search from other places for specific items. You can search from here on as little as the name of the person, though putting in a common name and nothing else may provide thousands of people, put in as much information as you have, a name, country and county are probably the minimum you need to put in for meaningful results.
There is another way of searching the IGI which is not generally known by newcomers, this is to search by batch numbers, this will limit the search to one particular church/location and in some cases to a specific time period. But you need to know the batch numbers to do this. Fortunately much work has been done by Hugh Wallis and you can access his site at IGI Batch Numbers. Though unfortunately because the way the main Family Search site has changed the links may no longer work but you can extract the batch numbers and manually input them.
Archer Software have also created a similar guide on their Family Search site and you can reach this from the following link. Archer Software - Family Search.
Once you log in to these pages, simply find the location and time period you want to search and click on that link, in the next page that opens make sure the batch number has been filled in and then fill in the surname you are interested in and click on submit, if you leave the surname blank it will return all records in that batch.
For Cumbria however this information and a lot of other parish information has been extracted and placed into an interative Parish Map. You can find this map at Parish map. Here you will find a map of the county showing its divisions into the old counties prior to 1974 as well as all the Parishes and Churches in the county, simply by clicking on the Parish of interest you will go to a page that contains a lot of useful information on the parish including the IGI batch codes which you can click on to take you to the relevant part of the IGI.