Most commonly you'll be using an acoustic guitar that has six strings, and thus six tuning pegs on the headstock. If you look closely at the body of your guitar, you'll notice that at the back of the bridge the guitar strings are fed through tiny holes where little plastic circles hold the strings in place, with a set of small bolts for extra reinforcement in the bridge plate. What you'll need to do is take the wire (thin) end of each new guitar string and feed it through each small hole on the bridge, up towards the headstock (where the tuning pegs are).

You'll then line up each string with its corresponding crank and tuning peg on the headstock, constantly making sure to keep the string aligned with the small indentation where the headstock meets the neck of the guitar. After the strings have been properly fed through, you can go about tuning your guitar with the tuning pegs.

Here is another video that details how to string an acoustic guitar:

There is more involved to stringing an acoustic guitar. I found a great video that shows you exactly how to do this. Just remember that the more strings you change at a time... the bigger issue you'll have with keeping your instrument tuned. Enjoy.