Shut off your home's main water valve. Find the cold water line that is closest to where the refrigerator will be located. For most homes, this will either be under the sink or in the basement. If you are installing the connection in the basement, drill a hole in the floor behind the refrigerator. Drill a hole in the side of the kitchen cabinet if you are placing the connection under the sink.
Slide the refrigerator away from the wall so you can access the connections in the back. Connect one end of the copper or plastic tubing to the refrigerator.
Attach the saddle valve to a point on the cold water line that is closest to the refrigerator. Turn the handle of the saddle valve clockwise until the pin pierces the water line. Turn the handle counter-clockwise to open the valve so that the water can flow through to the ice maker.
Thread the open end of the water supply line through the hole you made in Step One. Connect it to the saddle valve using the fitting including in your ice maker's hardware package.
Open the home's main water valve to allow water to flow into the ice maker. Turn on the ice maker and push the shut-off arm down so the unit will begin making ice. Check the back of the refrigerator and the saddle valve to make sure there are no leaks at any of the connection points. Push the refrigerator back into place near the wall, leaving a few inches to ensure proper airflow to the rear coils.