You should not have a problem, I take it you are using a usb dongle, if the case make sure the dongle is plugged into a Usb 2.0 port not a 1.1 spec port. It should pick it up when plugged into the usb port of the computer, then if it cannot find the driver for the Usb device you should of got a cd with it to install the driver it is asking for. or run the setup.exe file provided on the cd.
Install batteries into mouse if required or charge the battery if required (if it has a rechargeable battery).
Plug dongle (the thing with a USB connector) into USB port.
Wait for drivers to be automatically installed.
Connect mouse to dongle via a button