Dig a slender hole 18-24" deep, cover end of pole in clingfilm, place first pole in hole and add some concrete (you can buy 20kg bags with everything you need). Tap in well to remove any air, if you want to be able to remove the first pole carefully slip it out the following morning, Leave to set for 4-5 days at least and put the rest together.
The sections fit together with the supplied sleeves, they are 300mm long made of a larger pipe machined for a snug fit 140mm deep each end, a little grease would be no harm when assembling. c'est voila