Choose a grassy area of your yard in which to set up the play sprinkler system. It's important for safety reasons that the area you choose is void of rocks or obstacles such as trees.
Place the sprinkler in the center of the area you've chosen, and run a garden hose from the sprinkler to the tap attached to the exterior of your house. If you don't have a hose attachment outdoors, you can buy an adapter to fasten the garden hose to a sink inside your home.
Set up any accessories around the sprinkler that you know your kids will enjoy. A common accessory is a plastic slide, which becomes slippery when wet. You can also add a small wading pool to the end of the slide in close proximity to the sprinkler. That way, when children get wet jumping through the sprinkler, they can also jump into the pool and splash each other.
Turn on the tap so that the sprinkler begins to shoot water. Adjust the directional settings on the sprinkler to change the trajectory of its spray. For example, you can typically make sprinklers rotate back and forth, or you could simply leave it spraying vertically for children to jump through.