Setting a scope on a rile isn't a terribly difficult process but at the same note if it isn't done properly it can be very aggravating when in the field.
First thing you need is the obvious and that would be pick out your scope. Make sure it is compatible with the type of firearm you are shooting. The wrong type of scope can be damaged if it doesn't match properly and that could be costly to replace.
Next you will need to purchase a set of dove tails for the top of the barrel if they aren't factory installed or pre-installed from a previous owner. These too are to be matched up to the type of rifle you have. If they don't match, the mounting holes wont line up properly or they will interfere with the action of the firearm and that wouldn't be a very good thing.
You will need to purchase a set of scope rings that will give the front optical enough clearance from the top of the barrel of the rifle. If you desire you can get a set of shoot through rings that are high enough and come with an opening between the base and rings so you can skip looking through the scope and use your iron sights for real close range shots.
Before you start have on hand some allen keys a set of small screwdrivers and some lock tite thread adhesive. Make sure you have the gun firmly supported so it is easier to torque down the screws with out a lot of effort.
Ok there should be some small screws on top of the gun barrel that need to be removed so go ahead and remove them. Now take the dove tails line the mounting hole of the dove tails with the threaded holes in the gun. Put a little lock tight on the screw and secure it to the firearm. Do the same with the remaining holes. Some dove tails come in two sections. They should be labeled front and back, attach them accordingly.
Once that is done take the top half of the scope rings off and place the scope into the rings. Put the top of the ring back onto the scope and rings. Making sure that the elevation adjustment is facing upwards. Don't tighten too much because you will need to adjust position later.
Now take the scope and rings and attach them to the dove tales by tightening the clamp screws on the ring mounts. Be sure these are good and tight. Be careful not to strip the screw heads.
From this point hold the firearm in a shooting position and look into the scope note the position of the cross hairs and adjust by turning the scope until the hairs are straight up and down. When you look through you shouldn't see any black around the cross hairs. If you do, move the scope further away from your eye until it is gone. Make note of the clearance between your eye and the scope because if it is too close, you can hurt yourself when you fire.
Snug down the screws on the rings, not too tight but just enough to hold your scope in place. Then take one screw out put a little lock tight on the threads and tighten it down good and tight. Do the same for the remaining screws.
You have just mounted your scope all you need to do is bore sight it and bring it to the range for final adjustments. If you have a bore sight your in good shape, If not your local gun shop will do it for a small fee which is well worth minimizing your sight in time.