There is a part of the device that plugs into one of the USB ports on the side of the Mac. Then you need to put batteries in the mouse itself and then turn it on. There should be a little switch on the bottom of the mouse to turn it on and off (Make sure you turn it off when you are not going to use it for a extended period of time. Otherwise the batteries will go dead on you).
There should also be a littl button on the bottom of the mouse so it can Connect/Sync with the reciever you plugged into the USB port on the Mac. Sometimes you have to use that small button and sometimes you don't for the mouse to connect to the reciever.
Most Wireles mice also go to sleep on their own to conserve the batteries. So if you walk away from the computer for a period of time and come back to find the mouse isn't moving the cursor on the screen you have to click one of the buttons on the mouse to bring it back to life.