Installing rims on your car is very easy as long as you have the necessary items. Make sure you have ready a jack to lift your car up on, socket wrenches of various sizes, a tire lever or a crowbar, and an air compressor. It won't have to be a large air compressor, and you may be able to rent one if you don't own one. It isn't much harder than changing a flat tire, but you will have to make the tires flat yourself.
If you don't have a hydraulic lift, you will want to use your car jack to lift each tire up in turn as you work on it. Once there is no longer any pressure on the tire you will want to release all the air pressure in the tire so that you can get the old rim out, and install the new rim easily. You will now need to use the socket wrenches to undo the rim from the tire. The size you will need will depend on the rims you are taking off.
When you are done with this you will need to pry the old rim off the tire. This is why you had to let the air out of the tire, because it would be a lot harder to do this with all the air still in the tire. As it is it will still be hard, so make sure you pry evenly, moving around often so as not to bend the rim. If the rims remain in good condition you can either resell them, or you can put them on your car later, but if they are bent you can not do anything with them. Cheap rims will bend easier than better quality rims.
Now you just need to get the new rims on, and make sure they are safely attached to your car. You will want to use the bolts that came with the new rims to attach the rims to the tires. This will ensure that they will fit snugly. Re-inflate the tire and move on to the next one.
When you are done with this, you will want to drive around for a while at low speeds to make sure that the rims are installed correctly and aren't going to pop off damaging the car. You have now installed your rims.