Unplug your dryer. Slide the metal belt clamp onto the dryer. Slide one end of the vent hose around the round vent duct coming off the dryer. Secure it with the belt clamp by turning the screw that tightens the clamp.
Determine where you want to vent the dryer on the wall. If you're in a basement or utility room with unfinished walls, place it between two visible studs. If not, use a stud finder to find two studs, and mark between them. Either way, drill a hole through the wall to the exterior of the house.
Outside, set the center bit from a hole saw into the drilled hole and bore out a bigger hole. Go all the way through the wall.
Thread the duct extension of your vent cap through the hole. Push the vent cap flush against against the siding in the correct position (hole down, sealed-end up). Screw it to the siding with 1-inch screws. Caulk around the extension to seal it to the siding.
Go back inside and thread the free end of the vent hose from your dryer into, or around, the outside of the duct extension from the vent cap (whichever way it fits). Secure it with duct tape. Caulk around the edge of the hole where the duct comes into the house.