Quote from Paws2people
It's pretty basic, clean the site with alcohol, allow to dry, use the lancet on the side of the finger, wipe away the first drop of blood, and use the next drop on the strip. If you don't get enough blood you can "milk" the finger, or change the position of their hand.
Whether or not you clean with alcohol depends on your machine. Make sure that you understand the machine your hospital uses. Alcohol wipes can cause inaccurate results on the machines at my facility, so we clean with soap and water before taking our reading.
Also, you don't want to vigorously 'milk' the finger, as it can cause hemolysis or increase the tissue fluid in the result, which can affect the result. Usually with light pressure around the area you can get enough for a blood sample. I find that having the hand low for a minute or two helps get a sample as you're encouraging blood flow to it.
And like emtb2rn said, you should have an orientation to your facility and policies/procedures. Different meters are slightly different, so it's important to understand the one you will actually be using. If you aren't attending an orientation, you may want to contact your educator for additional training.