Step 1: Bring home a tree
Pick a nice healthy tree. If it's pre-cut, make sure the needles are still tightly affixed. Check the height carefully, as it's easy to accidentally bring home an enormous tree if you're selecting in the wild. Measure your standing reach as a reference, or remember to bring a tape measure. My standing reach is 7.5', roughly the proper height tree for my ceilings. Cut your tree, or pick one from the lot and have the trunk re-cut.
Either way, they'll cover your tree in netting and probably help you put it on your car. Bring ratcheting tie-downs to make sure it stays there.
Step 2: Put tree in stand
Situate the tree stand on some towels to avoid scratching up the floor, with plastic underneath the towels to catch spills. Cover any vents (more towels!) to catch falling needles. Don't fill the stand with water until the tree is fully set up.