It really depends on the make, model, and year of your car. Try searching google with the year, make, and model of car with "key program" that should lead you to some instructions. I did find that some cars made in that last five years may need some software to program and I saw reported that some really cheap transponder key blanks did not come with a battery.
I am just getting ready to do this with my 2010 Sienna. On the Sienna you use a combination of inserting an original key and then the new key in the ignition with opening the driver's door in a specific pattern.
Dan