All lubes work better on a properly cleaned chain with no embedded grit, grime or old lube, so get yourself some chain cleaner at the same time as the lube. It makes sense to match brands too as some are specifically designed to work together.
From here, some chain lubes just need dripping onto the chain rollers and you’re good to go. Others need a more meticulous setup, with ‘curing’ times varying from a few minutes before use to several hours/overnight to get the best results. Make sure you read and follow the instructions as the performance difference can be dramatic depending on prep. Don’t buy a fussy (read: requires meticulous application) lube if you’re normally rushing to get a rusting/squeaky bike ready while all your mates are ready.