Mark the spot on the wall with a pencil where you intend to insert the wall anchor. If you are using a drywall anchor to anchor a frame on drywall, you do not have to find a stud. In fact, lightweight drywall studs may break if they come into contact with wooden studs.
Pre-drill a pilot hole if necessary. Medium-weight anchors like plastic drywall anchors and concrete anchors require pilot holes. Wall anchors labeled "self-drilling" do not. Use a drill bit that is slightly smaller than the anchor, roughly the size of the screw that will go inside it.
Insert the anchor into the wall. Screw plastic anchors into their pilot holes according to the instructions on the label. However, most plastic anchors are inserted by manipulating and pushing with your fingers or a supplied tool. If necessary, you can tap them flush with the wall with a hammer. Screw self-drilling anchors into the wall with a no. 2 Phillip's tip or the bit specified on the package's label.
Screw a screw into the wall anchor with a drill or screwdriver. Do not screw the screw all the way into the wall. Leave a fraction of an inch protruding, enough to hang your frame on.