Decide where you need to cut your core hole through the concrete and mark the center of the hole. Use a tape measure and pencil to mark the starting area. This is where the pilot bit for the core drill bit will penetrate the surface of the concrete, guiding the rest of the core bit through the concrete structure as you drill.
Attach the core drill bit to your core drill. This is exactly the same as any other normal drill. Loosen the head of the drill until the opening expands, then place the bit into the mouth of the drill. Tighten it using the included tool, which varies depending on the model of core drill you are using.
Hold the drill up in place and press the pilot bit -- a singular drill bit that is centered within the hollow section of the core bit, with the outer diameter of the core making up the actual diameter of the hole -- against your mark. Pull the trigger gently and apply pressure until the pilot bit is sunk into the concrete. After this happens, pull the trigger all the way and keep pressure on the drill while you core your way through the concrete.