Technically, the RAM isn't dual channel. All the DIMMs are the same. They sell them in "dual channel kit" form, so you get two DIMMs that are matched for dual channel use, but the only difference between single-channel, dual-channel, and tri-channel RAM is the number of DIMMs in the kit
As O1die said, most motherboard colour-code the DIMM slots to make it easy, and you put the matching DIMMs into sockets that are the same colour. It's a bit odd, but the slots tend to be interleaved, so you put the DIMMs into slots 1 and 3 or 2 and 4.
The manual will mention if there's a preference. Some motherboards work best when you put two DIMMs into a particular pair of slots - they'll tell you which.