Before even removing the cover plate on an electric outlet, be sure the power is turned off at the circuit breaker or fuse panel. Us an electrical tester to be certain the power is off.
Remove the cover plate, then remove the 2 screws holding the outlet into the box. There may be multiple wire on the outlet, one set will be the power feed to the outlet and the others will feed out to other locations. It is important to figure out which is the feed and where the others go to determine if you want the feed thru to be protected with the GFCI.
One GFCI can protect just that outlet or can protect a series outlets that are on the same circuit.
This video will explain how to install a GFCI Outlet in your home.
Special note: Turn off electrical power and test to be sure, before doing any electrical work.