It should state on the box of hair color whether or not it covers gray, If it does, then just color as normal, unless there are other directions on box.
Just apply it all over starting with the roots and it should match. That is what I do to mine and it seems to work just fine. Just be sure to follow the directions on the box so that you do not wind up losing all of your hair in the process.
Walmart carries a special brand of hair coloring products specifically made for grey hair. If you buy one of those dye kits, you should be fine getting your grey hairs to match the rest of your head.