Use a stud sensor to find two studs inside your wall. You can also pound the wall gently with a hammer. When you hear a slightly different sound, you know you've found the stud.
Cut a space large enough to hold your personal safe between two studs in your wall. Most safes are square. Measure the height and the width of the safe and add ¼ inch to each measurement. The space can easily be cut out using a drywall saw.
Place small pieces of plywood up against the studs to block off the area. The plywood should fit snugly into the space. A common width is ¼ inch. Nail the plywood in place against the studs.
Open the door to your personal safe. Push the safe carefully into the hole you cut in the wall. Push firmly to make sure it's secure.
Use the screws that came with your safe to screw it into the plywood and studs behind the wall. Using an electric screwdriver will make this process much easier.