Generally pretty simple, but be patient and take your time.

Center punch a dimple in the middle of the screw. Being in the middle
is important!

Drill a hole in the screw that is big enough to let the screw
extractor enter, but not big enough to damage the threads in the hole
where the screw is.

The screw extractors I have used a tap wrench to turn them. Insert the
proper size screw extractor in the tap wrench and tighten the wrench
well.

Lightly tap the extractor/wrench into the hole you have drilled.

This is a LEFT-HAND device, so turn GENTLY counter-clockwise. DO NOT
USE POWER TOOLS!

It also often helps to have put some penetrating oil on the screw.

If all fails, drill out the screw and tap to the next larger size.

There are also left-handed drill bits that are good for this,
according to a friend who does a lot of work on outboard motors, which
have zinc and aluminum castings, which corrode badly around the ocean.