AGP was designed to provide a faster interface than PCI for graphics cards. Graphics cards were needing to move more data than the PCI bus could handle. AGP is now obsolete, as data throughput...
You need an AGP slot on your motherboard, then you unplug the computer and open it up. Unplug the old graphics card, and plug in the new one you bought. Plug the PC back in and start windows, then...