Find where the end of the wire is, and bend it so that you can undo half a turn of wire. Check the wire ends for burs or sharp edges; if there are any, cut off the end of the wire so that the damaged end is removed. Straighten out a few inches of wire and poke the wire into the small plastic "guide tube" and into the liner hole.
Adjust the tension on the drive rollers, to control how tightly the wire is squeezed or pinched, by twisting the nut clockwise or counterclockwise.
Plug in the machine and turn it on. Press the trigger and allow the wire to feed through the gun. Put the contact tip back on, over the end of the wire, and screw it on tightly. Leave about 1/2 inch of welding wire sticking through the front of the gun; remove any excess with pliers.
Touch the wire to the welding workpiece. Squeeze the trigger, allowing it to arc. You can now begin to MIG weld.