Locate the "male" and "female" ends of the XLR cable. The "male" end of the cable has three protruding connector pins inside the metal connector of the cable; the "female" end has three pin inputs flush against the end of the cable. Arrange the XLR so that the "male" end is ready to be connected to an XLR input--like a channel on a PA system, for instance--and the "female" end is ready to be plugged into an XLR output, like the end of a microphone.
Plug the female end of the cable into the XLR output. Take a moment to make sure the cable is right side up, as this will be the only way that the connector pins will fit into the XLR. Apply gentle pressure until you hear the metal connector click into place.
Plug the male end of the XLR cable into the XLR input. Again, the cable will not fit unless it is inserted right side up, with the connector pins on the male end facing the pin inputs on the XLR input. Again, you should hear a clicking sound when the XLR is fully inserted.