If you're interested in how tubular skylights work, watch Mike Guertin's overview of the basics first.
Once you've got that under your belt, you're ready to watch Step 1 for instruction on how to locate the skylight's position and mark and cut the opening in the roof. In Step 2 you'll learn how Mike flashes the tubular skylight. The third and final step is connecting the tubing and marveling at the abundance of natural light that results from a mere two to four hours of work.
Click on the links for Mike's overview of how tubular skylights work and to watch his 3-step installation process: