SATA or Serial ATA is what most hard drives are moving towards these days. While the technical details differ them from the traditional IDE drives the main thing you need to know is that they have smaller cables and so are a lot less fiddly.
Other than the cable going to a different point though it’s much like installing an IDE hard drive. Once you’ve grounded yourself you want to slot the hard drive into a drive bay and screw it in place.
Secondly find a spare power cable running from the power unit and connect that to the back of the hard drive.
Finally you need to connect your SATA cable. SATA cables are small and thin with little flat connectors at the end. Connect one end to the bottom of your hard drive and the other end goes directly onto your motherboard. These vary in location depending on your motherboard so have a check around.
Once it’s in, put everything back together and boot your computer up. If the computer doesn’t recognise it you may need to get software from your hardware manufacturer to pick it up (though it should pick it up automatically).