There is little to know before sheathing a wall. You need to make sure to keep the studs clean prior to mounting. Use caulk and nails or screws to mount.
Start from the bottom and work upwards. Use a staple gun to fasten. Avoid making any hole cuts or tears. Overlap joining peices about 4 inches. It is a lot easier with an extra set of hands.
You should know its fire resistence level as well as its insulation rating. Some sheathings will burn faster than others. Some sheathing insulate a building better as well