Most particular? There really isn't any most particular way anymore. You go on Steam, download the game, play it with your brian disengaged because the game is so shitty, consult YouTube for walkthrough if you don't succeed with any challenge in it the very first time.
But here's the way it used to be:
- Go to software store
- See a new RPG in a glorious box you've never seen before
- Pick up the box, excited, and look at the back
- "Oh, I gotta get this one," pay for the game at the counter
- Drive home at dangerous speeds
- Boot up your trusty PC
- Insert Disk #1, the installation disk
- Pray to God you didn't get a bad copy
- Insert remaining disks as prompted
- While waiting, prepare desktop (your actual desktop) by moving extra clutter out of the way, sharpening a couple of fresh pencils, tear off the top sheet of your pad of graph paper ready to start mapping
- Get a nice hot cup of coffee
- Boot up the game and admire its opening screen and catchy music
- Open the game's manual
- Smell the manual
- Read the manual, probably while taking a bathroom break
- Click on Start Game (or Venture Forth or whatever phrase is used)
- Create characters
Gone are the olden days. If you never experienced any of this, despair, young man.