How to connect a multiplexer?

Could you please explain the steps involved in connecting a multiplexer? I'm interested in understanding the process from start to finish, including any necessary equipment or software required. Are there any common issues or challenges that one might encounter when attempting to connect a multiplexer, and how can these be avoided? Additionally, what are the benefits of using a multiplexer in a system, and how does it impact overall performance? Thank you for your time and assistance in answering these questions.