The first thing you need is something called an RSS News Reader. This is a piece of software which checks the RSS Feeds you have subscribed to, and lets you read any new or updated content that has been added. There are many different RSS News Readers, some accessed using a web browser, and some which are downloadable applications stored on your computer. There is a useful list of popular and reliable RSS News Readers on this page.
Once you have an RSS News Reader, all you have to do is to decide what content you want it to recieve.
For example, if you wanted to get our Football RSS Feed, all you need to do is click the Football button located above on this page. How you subscribe will depend on the RSS News Reader software you have chosen.
For more details it's best to refer to your particular RSS News Reader's instructions or help areas.