Every news reader behaves slightly differently, so please refer to the instructions that come with your news reader. Essentially, though, you need to provide the address for a news feed and it'll take care of everything else for you.
Isn't This Just for the Techies?
You may think so, but RSS is becoming more and more popular as a format for publishing information in this busy age that we live in. It may be a little while until RSS can be considered mainstream but BBC News and Reuters are two examples of big well-known news sites that are using it already.