Allow the pressure treated lumber to cure and dry completely after installation and before staining. Check with a local lumber yard or paint store if uncertain. Waiting about 6 weeks may be necessary in an arid, warm climate, or 6 months in a cool, humid region.
Clean the lumber. If it's still fairly new and clean, just sweep it free of debris. If it has sat long enough to become grimy or stained with mildew, either scrub it with deck cleaner or power wash it.
Allow the wood to dry out after washing. Again, drying time will vary considerably depending on the climate. It may only take 24 hours in very hot, dry air, or several days if it's cooler or humid.
Apply either oil- or water-based stain with a wide brush. When staining a deck and railings, protect the deck with a drop cloth and stain railings first, then stain the deck.
Work on 1 to 4 boards at a time and stain the full length of the boards, keeping a wet edge. Work the stain into the wood and gaps between boards and brush it out well for an even coat.
Apply just one coat of stain, unless label directions instruct otherwise. To keep your pressure treated lumber protected from the elements and looking good, reapply stain every 1 to 3 years