Hello Ghost_Riderr :)
When you bought the Wireless mouse and keyboard set, you might have even received another small device with a USB cable.. Right? Is known as receiver and it helps your computer receive and understand the signals from your wireless Keyboard and mice.
Connect the receiver to one of the USB ports available on your computer... Computer would detect and install the drivers from the receiver automatically and you should be ready to go :)

Let me know if that helps.

Thanks and Regards,
Srinivas