Installing a headboard will vary depending on the material it's made from. For a standard headboard that does not attach to the wall all you need to is connect the bolts to the frame on the bed and tighten them. A Wall mounted headboard needs to be installed using a tape measure to measure the distance between the hooks.
You've been using just a frame and mattress for years, maybe with a large picture to accent the empty wall behind it. Now, however, you've found the perfect headboard to match your nightstand. Problem is, you have no clue how to attach it to your frame....
You can install a headboard by screwing it to the wall. If headboard did not come with a foot board that attaches to the headboard with the rails, then screwing it to the can keep it in place. There may be a way to attach it to the frame so check carefully.