You'll need a Google account... go here:
https://www.google.com/adsenseOnce you're logged in and verified you use their control panel to set up your ad block (size/shape and colours etc.) and simply copy and paste the code they provide into your pages.
If you want to do it properly (i.e. have any chance of making decent money, rather than just slapping a fwe ads up, watching a few pennies dribble in before proclaiming it doesn't work!) then I strongly recommend Joel Comm's book (no affiliation) called The Adsense Code - you can grab it on Amazon.
You'll need a) a site with LOTS of traffic and b) in a niche that is profitable, not all niches are equal by any means when it comes to Adsense.
Finally, if this is your first attempt to monetise your site look into other forms too - Adsense might be perfect for you, or it may not, but there is more than one way to skin a cat!
Good luck
Bill
