Cordless mice come with 2 pieces... A) the mouse (transmitter) and B) Base station (receiver). What you need to do is plug the base station into the receiver. Usually, these are recharging stations unless it is a laptop mouse, in which case it will be a small "gum pack" looking device which plugs into a USB port
For example:
Base Station:
http://www.shivaranjan.com/shivaupload/windowslivewriter/10WaystoNetworkTwoComputers_11F65/USBPort.jpg
or
Laptop/small non recharging receiver (Varies in size and color)
http://www.uberreview.com/wp-content/uploads/2006/03/Mini%20USB%20Port%20Piezo-Ionizer%203.jpg
Connect this to your computer. If the mouse came with software, install it, otherwise wait until the drivers install into the computer. make sure the mouse is turned ON and is CHARGED or has NEW batteries.
There will probably be a "connect/Pair" button located on both the Mouse and base station/receiver. Read the manual to see exactly how to connect the two devices.
NOTE: It normally requires holding the connect button which is attached to the computer until a light begins to blink, then you press the connect button on the mouse ONCE to connect the two devices.