Determine the size of the area you wish the light to cover before purchasing the strobe light. This will directly affect the size of the light, and the amount of lights needed.
Choose an installation area where the light is unlikely to get damaged -- preferably away from the ground. Mark this area so that you know where to drill in the next step.
Use the drill to bore holes where you wish to install the strobe light -- ensure that the holes are smaller than the screws that need to be used to install the light.
Thread the provided screws through the holes in the strobe light into the holes on the wall. Tighten the screws so the light remains firmly in place.
Connect the light to a power source, or insert the batteries, to begin using the light.