Once you obtain a distribution, it will contain instructions on installation. Each distribution has its own installation program.

Generally, once you've downloaded your distribution and burnt it to CD or DVD (or purchased a disk with the distribution you intend to use) you'll insert the disk into your computer and boot (or reboot) it.

As long as your system is configured to boot from the CDRom/DVDRom drive in your system, it should boot to your distribution's setup program to begin configuration.

If your system does not boot to the disk, please see the My system won't boot to a CD or DVD Troubleshooting FAQ Entry.

From here you'll proceed through the configuration screens to tailor your system to your needs and local, it should be pretty straight forward in most cases.