Check your ceiling fan to see what wattage of incandescent bulb is required. There should be a label in the fixture; if not, you can use the bulbs in the fan as a guide.
Match the incandescent bulb wattage to the wattage of the compact fluorescent bulb you'll want to purchase. You can find wattage comparisons online.
Check to see if your fan's light bulbs need to be compatible with a dimmer switch. If so, you won't be able to use a CFL bulb--ceiling fan dimmer bulbs are not currently made.
Visit your local hardware store or go online and purchase as many CFL bulbs as you need. Make sure that you order CFL bulbs that are marked for use in ceiling fans.
Replace your incandescent bulbs with the CFLs. Be sure to hold the CFL bulbs by the base rather than the glass when installing them.