For IDE HDD:http://www.buildeasypc.com/hw/howto/insthdd.htm
For SATA HDD:http://www.seagate.com/ww/v/index.jsp?locale=en-US&name=SATA_Slideshow&vgnextoid=b2ded20cacdec010VgnVCM100000dd04090aRCRD
and yes, Dell HP, Compaq, pretty much every PC manufacturer gives a guide on how to replace various serviceable components, like an HDD. Those guides are valid for all systems, except for the minor mounting details and the software installation.
For software installation, in case this is a system disk (that will have the OS on it), please refer to the System Restore that came with your PC.
For data HDD (like a secondary drive that you want to install as an upgrade, to keep data on it), after installing the HDD you will need to initialize and format it. You can do that in Control Panel> Administrative tools> Computer Management> Disk Management.
Let us know if you encounter any problems and if you do, make sure to describe the problems in detail, so we can help. Good luck!