This article explains how to install a heatsink on a CPU with the pin-grid array processor design used by most manufacturers.
Installing Intel Heatsink
If you are building your own PC, you will need to know how to install a CPU on the motherboard. You will also need to attach a heatsink fan to the processor to keep it cool.
Motherboards only support specific brands and types of processors, so read all documentation for your motherboard and processor before proceeding. Additionally, consult the documentation for your motherboard, processor, and heatsink. You will need to know the locations of the processor slot, heatsink mounting clips, and CPU fan header.
These instructions assume that you will install the CPU on the motherboard before installing the motherboard in the computer case: