It's pretty straight forward. Just follow the directions on the pack and make sure you have salt or soda ash and a large enough vessel for the clothes to float around in. I've used Dylon powder dyes and RIT liquid dyes in the past though never to get a black color.
Also, you need to make sure you can dye the fabric the clothes are made of. Cotton or any natural fiber will take to dye really well. Polyester and other synthetics however will not take to any old dye you can grab. Check the tags.
What's this for? It's a wig.
What's it for? To disguise yourself from yourself.