Before you install a custom ROM you'll want to make a backup of your stock ROM. Enter recovery, select backup from the menu, check boot/system/data, swipe to backup, let it do its thang.
To install a ROM you need to download the ROM (plus gapps if you're installing an aosp ROM), check the md5 to ensure the download isn't corrupt, transfer it to your phone (if you downloaded it on a pc). Enter recovery on your phone, select wipe from the menu, wipe cache/dalvik cache/factory reset/system, go back to the main menu and select install, navigate to where you have the ROM zip and select it, then swipe to install (if you're installing an aosp ROM you also need to install the gapps at this point). Reboot phone, done.
Sent from my Evita