Using a stud finder, locate the ceiling joists near the location where you want to install the skylight. Drill a screw through the ceiling, centering it between the two ceiling joists. Go into the attic.
Locate the screw you drilled into the ceiling, and remove the insulation around it. Wear safety goggles and gloves when handling the insulation.
Place a section of the tubing where you removed the insulation, and center it on the screw. Trace the outline of the tubing.
Cut a hole into the ceiling with a reciprocating saw, following the outline of the tubing. Wear safety goggles when using the saw.
Drive a nail through the roof where you want to install the skylight. Choose a location centered between two rafters, keeping the line between the roof and ceiling as straight as possible in order to maximize the amount of light that enters the room.
Measure the distance between the roof and ceiling, and cut a section of tubing to fit with a hacksaw. Measure the diameter of the tubing as well.
Go to the location on the roof where you drove through the nail. Draw a circle onto the roof that matches the diameter of the tubing. Center the circle over the nail.
Cut a hole in the roof with the reciprocating saw, following the circle you drew.
Pry up the shingles in the area immediately around the top edge of the hole in the roof, and remove the roofing nails loosened by prying the shingles.
Place a thick bead of silicone caulk onto the shingles along the bottom edge of the hole.
Insert the top edge of the flashing for the skylight underneath the shingles around the top of the hole, and press the bottom edge of the flashing tight against the caulk along the bottom of the hole.
Nail the flashing to the roof with galvanized nails. Place caulk on top of each nail head, as well as the outer edges of the flashing where it's exposed along the bottom side of the hole.
Nail the shingles along the top edge of the hole to the roof with roofing nails.
Insert the top section of tubing into the flashing, then attach the dome to the top of the skylight, following the manufacturer's instructions for the model you purchased. Return to the attic.
Install the tubing between the skylight and the hole in the ceiling. Go down to the room, and attach the diffuser to the end of the tubing, following the manufacturer's instructions.