Pedals simply screw into the crank arms. The right one is right-hand threaded, the left left-hand threaded (they both turn towards the front of the bike in the top half of the wrench stroke). You do need to be careful to not cross-thread the pedals, because that will ruin a crankset. Just make sure that the pedal goes in squarely and doesn't bind. Tighten it very firmly. Pedal wrenches have long handles to provide enough torque for tightening, and especially for loosening.