How do I Install a VESA Mount in the New Monitor?

If you didn't order the iMac, presuming that's what you mean, from Apple with the VESA mount included, then you can't install a VESA mount now since the stand is not removable. This is the only solution I'm aware of:

http://imacmount.com/order.html

If you are actually referrring to an external display of some sort, you'll need to tell us the brand and model of display.

Regards.