If it’s USB – which any printer made in the last ten years or so will be – than plug it in and see if it works. OS X supports hundreds of printers out of the box, so many times you can simply plug it in and it will work.
For a list of printers that OS X supports out of the box, see: Mac OS X v10.6: Printer and scanner software.
If your printer is supported, OS X will add it when you plug it in and it will be ready to print when you print from any program in OS X.
If your printer does’t work right away, go to Printers and Fax in Preferences and add it. See: Mac OS X v10.6: Mac 101 – Printing on how to easily add a printer. Those instructions also cover wireless printers, too.