Q: how do i connect my display to my macbook pro?

First, look at the ports the screen has got. In most cases, it should come with HDMI, DVI and/or VGA. If you can choose, use HDMI.

Unless you have got a MacBook Pro with Retina display, which comes with a HDMI port, you need the Mini DisplayPort to HDMI adapter, which you have to connect to the Thunderbolt port of the Mac, and a HDMI cable. Image will appear immediately after connecting your screen to the MacBook. See > http://support.apple.com/kb/HT4241?viewlocale=en_US

An appropriate cable or cable and adaptor from the available ports on the monitor to the port on your MBP. The monitor is Thunderbolt, I assume, so you need that cable. Then an adaptor for the MBP is the MBP does not have a Thunderbolt-shaped port. Apple has the adaptors you may need. Read your user guides.

Kappy wrote:

 

The monitor is Thunderbolt, I assume, so you need that cable

The only monitor with Thunderbolt is the Thunderbolt Display, and I highly doubt that the OP bought that one. He/she would have indicated it, but who knows

Right, who knows. The amount of omitted information is usually frightening.