SATA is the new standard for connecting components inside of your computer. I can explain 3 way to installing a desktop SATA hard drive:
Power down your computer: Turn off the power switch on the back of the case and remove the side panel. Most cases have thumbscrews, but older cases may require the use of a screw driver to open. Many cases will require you to remove both panels in order to secure the hard drive, though some have removable housings.
Ground yourself: Before you begin working on the interior of your computer, make sure you discharge any electrostatic charge you may have. If your computer is still plugged into the wall (with the switch off), you can touch any of the exposed metal of the case to discharge. You can also touch a water tap to discharge your electrostatic charge.
The safest way to work inside of a computer is to wear an antistatic wrist strap while working on the computer.
Find the hard drive bay: The location will vary depending on the case, but it can typically be found beneath the optical drive bay. If you are upgrading or replacing a hard drive, you should see one already installed.
Disconnect the old hard drive (if replacing): Locate the HDD you wish to replace and disconnect each of the two cables coming out from the rear of the drive.