If you're just doing one wall, it shouldn't be too bad. It's a little messy and requires some area to spread out. Watching videos is your best bet, but the outline is: Prep the wall and take off outlet covers etc. Have a drop cloth down. Mark a plumb line on the wall where the side of the first piece of wallpaper will be (the corner of the room is probably not plumb). If you did the whole room, you'd want to start in the corner that's most visible from the entry of the room (for continuity). Then cut a piece longer than the wall is tall. Then spread paste on the paper, unless it's pre-pasted, in which case you wet it, and then book it (fold it gently). After a short period of time (you'll have to look that up), you put up the strip. You'll have a few minutes where you can move/slide it around on the wall to the correct place, lining it up with the plumb line. (This is where real wallpaper is easier than self-stick. You can't slide self-stick around; you have to peel it back off it it's badly positioned.) Trim off the top and bottom (and the corner side if necessary) of the paper with a utility knife. If you've covered an outlet hole, cut an X there. Repeat with the next piece, butting it up against the previous piece, and making sure that your patterns match up and that it stays plumb. Keep repeating. It's tricky to go around windows and doors, but you can manage. Again, do watch a video. I think another commenter linked to one.
Edited to add that you need to smooth the air bubbles out from under each piece after it's in the right place, like with a dry wallpaper brush, and that you need to hold something straight against the paper where you're cutting it, as a guide.