Determine whether the peripheral is USB or not.
If it is USB, attach it to one of the USB ports on the back of the computer.
If not, attach it to the same colored port on the back of the computer.

Obtain an OS disc. These can be purchased or, in the case of linux, burt onto a disc.
Put it in the disc drive.
Turn on the computer and follow the on-screen instructions to install the operating system.