First you will have to determine what size of trellis netting you will be using to grow your cucumbers. Once that is decided and you have the trellis netting, install it using metal or wooden stakes. It can be hung straight up from the ground or you can make an A-frame with it and grow the cukes up both sides.
After the trellis netting is installed, plant your cucumbers about 18" apart. Once the plants have grown enough to reach the trellis, you can place the vine in the netting. Do not get in a hurry as it takes a few weeks to really get going. Once the plant takes off on the trellis, you will notice little vines that twist themselves around the netting, that is how it holds on. Just make sure you keep the vine moving straight up the netting.
Enjoy your cucumbers!