I'm assuming your rifle has holes in the receiver, already tapped for scope-mount screws? And maybe you have bases which fit your rifle? If not, it's pro-gunsmith time.
Anyway, after the scope is mounted, and hoping the "see-thru" rings don't have the scope too high above the barrel for your comfort and the fit of everything with your cheek on the stock, you're ready for sight-in.
You need some sort of padded rest so you can have the gun stationary and not easily wiggled. Sand bags, blankets, picnic table...
Put some sort of brightly visible small bullseye out at 25 yards. Red or orange Pentel markings on the side of a white cardboard box is fine. 25 long steps is close enough to 25 years...
Remove the bolt, and try to center the red dot in the middle of the bore. Without further touching of the rifle, look through the scope. The crosshairs will be somewhere other than centered.
If the crosshairs are to the left, and you shoot the rifle using the scope, you would hit to the right of the point of aim. So, you would need to adjust the scope "Left".
Similarly, if the crosshairs are above the red dot, and you shoot using the scope, you would hit below the point of aim. So, you would need to adjust the scope "Up".
Keeping this in mind, and "Right" and "Down" also in mind, adjust the scope until the crosshairs are on the red dot.
This is your starting point for the shooting part of sighting in your rifle.
Stipulating the safe target and background, shoot and adjust as necessary. When you are exactly on with your three-shot or five-shot group, you are ready to zero at whatever range you figure is appropriate for your .22, which is probably around 50 or 75 yards.