It depends quite a bit by what you mean; but assuming you mean literally how do you export a spritesheet properly:
A lot of art programs will have an "export to spritesheet" button somewhere like aseprite, some won't though. Notably, krita (which I use) doesn't. In that case, you might want to look for some community made plugins, for krita you can find one if you search krita sprite sheet exporter.
If your program doesn't have a spritesheet export button, and also doesn't have a plugin available; I'd honestly recommend changing art programs. Right now it's an inconvenience to not have those options, but as you go deeper into game dev it'll cause more and more problems!
Then it's just a case of copy pasting that spritesheet into your game engine, and setting it up there with whatever settings it needs.
Also this is kind of general advice for asking about game dev stuff, it is always better to just look up a tutorial, having someone take 5-10 minutes going through how to do it step by step is always better than some stranger writing you an essay after all. And if you do ask a community like this, I'd recommend giving as many details as possible! I can't give you good advice if I don't know what your problem is and what tools you're using (what game engine are you using, what art program are you using, what specifically do you mean by 'do them right'; is it a technical problem or an art question, etc etc'