It's fairly simple, especially if you've glued in tracks before.
First you put a shower cap on your head (or the wig head). Wrap it as tightly as possible to ensure it has a smooth fit under the stocking cap.
Put on the stocking cap.
After deciding what hairstyle you want you can start glueing the tracks on with hair glue. You glue the tracks on just how you would when gluing them into your hair. Once the hair is in place blowdry the glue while pressing firmly onto the stocking cap.
You pretty much repeat this until the entire stocking cap is covered.
Its much easier to describe how to glue the tracks on when describing a particular style. But this is generally how its done. HTH