Be sure the valve suction line going into the pump is on (normally the skimmer, although some have a lower suction fitting).
If you use the skimmer, take the skimmer basket out of the skimmer
Attach the swimming pool vacuum hose to the pool vacuum head. If you want to spend a little extra, I would encourage you to get a quality hose with a swivel end. This will prevent any tangles.
Make sure the swimming pool vacuum head is on securely because your system will be drawing in air and not dirt. Nothing is more frustrating than pool vacuum hoses that keep coming off.
Be sure all the pool vacuum parts are on securely
Put the vacuum, pool pole, and hose into the deep end of the swimming pool. Remember to hold onto the pole. You need to "feed" the hose into the pool to get water into the hose. You can also place the other end of the hose in front of the water return fittings to fill the hose
Take the other end of the hose and go under the top of the skimmer (try not to put the hose over the skimmer) and attach the hose to the suction line
You may also want to put the skimmer basket adapter on top of the skimmer basket. This will prevent any large objects being sucked into the skimmer or lodging in the line or filter.
At first the pool pump and vacuum (or hot tub motor if cleaning your spa) may lose a little bit of suction. This is normal. Allow it to run for a few seconds to bleed any excess air from the lines.
You'll want to start from the shallow end and work your way down to the deep end. This will keep the pool hose from getting tangled. Be sure to keep the vacuum head and pool brushes flat on the bottom of the pool.
For a really dirt pool you can vacuum to WASTE. Be sure to keep your pool water topped off.