The sizing die screws into you press like any other die. The pusher rod goes onto your ram in the place of the shell holder. You set the bullet on the ram and push it through the sizing die. They collect in the red plastic container that comes with the sizing die. The bullets should be lubed first before sizing, and then again after sizing. The first lubing can still be wet when you size the bullets.
If you are using the tumble lube bullet molds that Lee sells, they are designed to be shot as cast without sizing.