Basically, enchanting's a three step process. Disenchant an already enchanted item at an altar of enchanting, destroying it in the process. Fill a soul gem (these vary in quality). Enchant the new item with the soul gem, or recharge a depleted enchanted item with the soul gem.
http://elderscrolls.wikia.com/wiki/Enchanting_(Skyrim)
Note that you have to know the particular type of enchantment spell you want to use.
http://elderscrolls.wikia.com/wiki/Enchanting
Here's a guide to Alchemy, Crafting and Enchanting
http://segmentnext.com/2011/11/14/elder-scrolls-v-skyrim-unique-weapons-location-guide/
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