If you are ASIC mining, your hardware likely comes pre-installed with mining software. If you are CPU or GPU mining, you will need to choose your own software, keeping security in mind. A software package could contain malware. You should also watch out for other tricky, if not outright malicious, behavior. It’s easy enough to find yourself accidentally mining on behalf of the software’s developer because their system configures their worker as the default.
GUI versions of mining software are not always available, so you may have to use the command line. The software’s provider and your pool (see next section) should explain the necessary steps. Don’t follow instructions from sources you don’t trust: it’s easy to wreak havoc on your system using the command line, and tricking the inexperienced into doing so is some people’s idea of a good time.