The place you should post questions like this is called "Resident Answers".
Anyway, many things come packaged in a box. You will need to find a place where you are allowed to rez a box, so that you can drag it to the ground and "open" it to get the contents out. (Places you can NOT rez things will have a little box icon with a red circle and slash through it at the top of your screen.)
Drag the box onto the ground.
Right click and select "open".
Then you can select "copy to inventory" or "copy and wear".
Those are pretty self explanatory.
Then, please be polite and either "take" or "delete" the box you put on the ground.
(You probably want to keep them until you have the hang of it; some boxes will still have something inside and others will not.)
If you cannot find anywhere to rez things, then you can search for a public sandbox and do it there, and many shops will allow you to rez things so that you can wear their stuff right away.
If you prefer a visual go to this link and search for "open a box" video.
http://secondlife.com/showcase/tutorials/I highly recommend Torley's video tutorials! Still use them when I try something that is new to me.

EDIT: I forgot to add, welcome to SL!