Insert a masonry bit into your hammer drill that is the same diameter as the Red Head anchor you are using. If you have a multi-purpose drill, ensure that the drill is set to “Hammer” mode. A standard variable-speed drill will work, but it is not as effective as a hammer drill.
Drill a hole into the concrete to the depth of the anchor sleeve. If you are using a variable-speed drill, stop drilling, and clean the hole out often to prevent the drill bit from binding in the hole. Use a shop vacuum to remove all debris from the hole once you finish drilling.
Drop the anchor sleeve into the hole, if you're using a drop-in type anchor. Tap the anchor as necessary with a hammer until the top of the anchor sleeve is flush with the concrete. Insert a sleeve type anchor through the fixture you are anchoring, with the sleeve pointing to the back of the fixture. Insert the anchor into the hole until the fixture is flush against the concrete.
Place the washer and nut over the threads of the wedge anchor, if you're using a Red Head wedge anchor. Insert the anchor through the fixture and into the concrete hole as you would the sleeve-type anchor.
Tighten the nut on the the sleeve or wedge anchors until the anchor is snug with a wrench or socket wrench. Insert the small end of the setting tool into the inside threads of the drop-in anchor, if you're using a drop-in type anchor. Strike the top of the setting tool with a hammer until the setting tool meets the lip of the anchor.
Drill a hole through the concrete with a masonry bit that is equal to the diameter of the stud anchor you are using.
Insert the sleeve end of the stud anchor through the object you are fastening and into the concrete hole. The threaded end of the stud anchor should face away from the concrete and object.
Place a block of wood on top of the stud, and hit the wood with a hammer. This drives the stud down and expands the anchor sleeve. The wood helps prevent damaging the end of the threads.