When you sight in a rifle, you're aligning the sights on the gun with the point of impact of the bullet. This ensures that when you aim at a target, the bullet will hit where you're aiming. There are a few different ways to do this, but the most common is to use a bench rest.
You'll need to set up your rifle on a steady surface like a table or shooting bench, and then place your target at a distance of 25 yards away. Adjust the elevation and windage knobs on your scope until the crosshairs are lined up with where you want the bullet to hit. Once they're lined up, fire three shots in rapid succession.
Now it's time to check your target. If all three shots are clustered close together, congratulations- your rifle is now sighted in and ready for use! If not, make the necessary adjustments and try again until you get it right.