I am assuming that your site is PHP side so
1. very first thing is to create the google analytic account
http://www.google.co.in/analytics/
2. Varify the site ownership
3. Insert the following code in every page of your website
<script type="text/javascript">
var _gaq = _gaq || [];
_gaq.push(['_setAccount', "$google_UA"]); // $google_UA is your analytics account
_gaq.push(['_trackPageview']);
(function() {
var ga = document.createElement('script'); ga.type = 'text/javascript'; ga.async = true;
ga.src = ('https:' == document.location.protocol ? 'https://ssl' : 'http://www') + '.google-analytics.com/ga.js';
var s = document.getElementsByTagName('script')[0]; s.parentNode.insertBefore(ga, s);
})();
</script>
And you can track lot of other stuff also other then mentioned one.