Ensure you have the proper tools. Most pedals can be installed with either a pedal wrench of hex wrench (which can be 5-8mm in size)
Determine the left and right pedals. In most cases, the pedal will be labeled L or R on the spindle or body. If you can't find a marking, you can distinguish the pedals by the threading. If are you looking at the pedal with the spindle facing upward, the left pedal has a threading that goes downward from left to right and the right pedals goes downward from right to left.
Lightly grease the spindles.
Start with the drive-side (right side) pedal, it goes clockwise. Start by hand and then use one of the appropiate tools to tighten. Pedals should typically torque 35-40Nm (though it is difficult to use a torque wrench on pedals), This would be significantly tight - about as much as you can tighten. It is important to tighten them properly so they don't come loose and cross-thread the spindle hole on the crank.
Insert the non-drive side (left side) pedal. it goes counter-clockwise. Same torque settings as above.