Check on AntennaWeb.org to be sure that there are over the air stations accessible to you. If there are, then purchase an antenna and connect it to the over-the-air / ATSC connector on the TV. Turn on the TV, switch the input to the antenna, and then adjust the antenna until you get a picture.
If you're within 15 miles of a major city, and either have flat local terrain or have the TV on at least the 2nd floor in a room facing in the direction of the major city, then you can probably get away with an amplified indoor antenna. You can pick up one of those at BestBuy, Circuit City, Radio Shack, etc. Make sure you plug in the antenna and turn on its amplifier prior when you want to use it.