Unpack the CPU (Central Processing Unit). Make sure at this stage that you have your anti-static measures in place and even briefly make contact with both hands on the metal of the case to make sure. Try not to touch any exposed metal pins or components.
Unpack your CPU cooler/fan and attach this to the CPU using the supplied instructions.
This kind of Motherboard will come with some CPU support structures. Check your Motherboard packaging for these items and attach them to the Motherboard as instructed by its manual.
The result should be two large 'supports' on either end of the slot that will help the CPU to stand vertically in the slot. You will notice the slot and CPU card edge are 'keyed', such that the CPU can only be inserted one way. Check that you have the CPU correctly aligned before attempting to insert it.
Slide the CPU down between the supports and into the slot. Once fully inserted (this may take some minor force, but should be achievable by hand) locate the fan's power cable (usually 3 wires) and attach it to the Motherboard 'CPU FAN' socket as directed by the Motherboard manual.