Download the correct SKSE version for your Skyrim edition from the official SKSE website
Extract the downloaded archive
Copy the SKSE files to your Skyrim game folder
Copy the SKSE loader executable to the Skyrim root folder
Copy the SKSE DLL files to the Skyrim root folder
Copy the SKSE scripts folder to the Data folder
If using a mod manager, install the SKSE scripts through the manager and place the loader files in the game folder manually
Start Skyrim using skse64_loader.exe or the appropriate SKSE loader
Verify installation by opening the in-game console and checking the SKSE version with the `getskseversion` command