Measure the height and width of the area where you want to put the pediment piece. Mark the highest point of the pediment (the peak or top of the arch) with a pencil. Then, put a mark at the top of the door frame, and measure the height.
Cut two pillars to the height of the door frame using the hand saw. Err slightly on the side of having the pillars a fraction of an inch too high.
Drill holes in the top and bottom of the pillars, right in the middle. Run screws through the holes and secure the pillars to the house. Depending on what material is behind the pillars, you'll be using wood or masonry screws.
Set the pediment on the columns. Have a friend standing out at the street to ensure that your pediment is centered. Drill holes in the pediment and run screws through it. If you have a stone pediment and don't want to drill through it, you can use mortar or construction adhesive on the back to hold it in place.
Caulk around the seams where the pediment meets the house, and where the columns abut the wall. Also, fill in the screw holes with caulk.