To install any GFI you will need to install it first at the circuit breaker by making sure the system is grounded using a multimeter. You will them install the GFI right into the wall as you would any normal outlet or electronic device.
First make sure the GFI is grounded to the circuit breaker. To do this one usually uses a multimeter. This will make sure the GFI is grounded. Once you have the wires grounded you can install the GFI into the wall or where ever just like any other electronic device.
First of all wear rubber hand shoes and/or stand on a rubber mat during the installation. Connect the black(hot) wire that was connected with the old breaker to the GFI.