First of all you have to figure out how to plug in the second monitor. Depending on what computer your have and what monitor you have you might need an adapter. Current Macs come with a mini Display Port for video out. If your monitor has Display Port in you could buy the appropriate cable. Otherwise you're going to have to buy a dongle. I've got a mini Display Port to DVI dongle to hook up my monitor. Try to avoid going through VGA if you can as it converts to analog and with some screens your picture won't be quite as sharp.
Once you're plugged in open up the System Preferences application and click on the Displays icon. This will let you set up how your displays are positioned relative to one another, which one gets the menu bar and dock, and other issues. If you don't see options for both displays click Detect Displays and that should bring up the second screen.
