A) Add Composer Dependencies

Dependencies are managed with Composer, so if Composer is new to you, learn some basics in their documentation. This involves two steps:

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$ composer require friendsofsymfony/user-bundle

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$ composer require friendsofsymfony/user-bundle "~2.0"

B) Enable the Bundle

At this point, the bundle is installed in your Symfony project (in vendor/friendsofsymfony/) and the autoloader recognizes its classes. The only thing you need to do now is register the bundle in AppKernel:

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// app/AppKernel.php

// ...
class AppKernel extends Kernel
{
    // ...

    public function registerBundles()
    {
        $bundles = array(
            // ...
            new FOS\UserBundle\FOSUserBundle(),
        );

        // ...
    }
}

In a few rare cases, you may want a bundle to be only enabled in the development environment. For example, the DoctrineFixturesBundle helps to load dummy data - something you probably only want to do while developing. To only load this bundle in the dev and test environments, register the bundle in this way:

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// app/AppKernel.php

// ...
class AppKernel extends Kernel
{
    // ...

    public function registerBundles()
    {
        $bundles = array(
            // ...
        );

        if (in_array($this->getEnvironment(), array('dev', 'test'))) {
            $bundles[] = new Doctrine\Bundle\FixturesBundle\DoctrineFixturesBundle();
        }

        // ...
    }
}

C) Configure the Bundle

It's pretty common for a bundle to need some additional setup or configuration in app/config/config.yml. The bundle's documentation will tell you about the configuration, but you can also get a reference of the bundle's configuration via the config:dump-reference command:

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$ app/console config:dump-reference AsseticBundle

Instead of the full bundle name, you can also pass the short name used as the root of the bundle's configuration:

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$ app/console config:dump-reference assetic

The output will look like this:

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assetic:
    debug:                %kernel.debug%
    use_controller:
        enabled:              %kernel.debug%
        profiler:             false
    read_from:            %kernel.root_dir%/../web
    write_to:             %assetic.read_from%
    java:                 /usr/bin/java
    node:                 /usr/local/bin/node
    node_paths:           []
    # ...

Other Setup

At this point, check the README file of your brand new bundle to see what to do next. Have fun!