Belts that take belt buckles typically have two metal clasps at the end nearest to the buckle. When buying a belt for use with a buckle, make sure that these clasps can be pulled apart and locked back together. Some belts have imitation clasps that don't open or close.
To put a belt buckle on a belt, pull apart the two clasps. Slide the existing buckle off, then thread the tail of the belt through the metal ring on the back of the buckle. Fold the tail over so metal clasps are lined up. Position the loop on the belt between the two clasps, then snap them back together.