1. Read the instructions, which are typically written by some english-speaking editor in China, who has never held a chainsaw.
2. Start to set up your first chain (choose one you don't mind ruining).
3. Start to sharpen, and then STOP when you realize you're doing several things wrong.
4. Re-read the horrible instructions, and scratch your head a while.
5. Try sharpening some more, and get frustrated that you're ruining your chain.
6. Come here, ask questions.
7. Go try sharpening some more.
Somewhere during sharpening #2, you'll start to get to something that works. Somewhere around sharpening #4, you'll start to get good enough at it to see what the kid at the local lawnmower shop did wrong, when you took your chains there for sharpening. Sometime around sharpening #6, you'll sit back and smile at how nice a job you're doing.
It's a life skill, like learning to shave, or paint with a rattle can.