Installing the processor into the socket is pretty self explanatory. Don't do anything crazy like bend and pins with your finger or break anything and the processor should go in nice and snug. There should not be any clicking, just lock the CPU with the lever. The CPU should come with good instructions.
The heatsink install with the stock heatsink is a little trickier. The plastic mounts are tricky and bend easily or don't lock in properly. I recommend you install it with the board out of the case the first time, and make very sure the heatsink is on tight. If it wobbles or is loose, then you need to remount it.
Good luck. You made a great choice and you won't be disappointed, especially if you overclock.