Although thru axles are much different from a quick release or track style axle, they are very easy to use. If you've never used one before, here is a simple walk-through.
Align the hub and dropouts
Prep the axle
As with most threads on your bike, it's best to apply a small amount of grease to the threads.
Slide your wheel into position so that the axle can slide through the dropout and into the hub.
Slide the axle in
Push the threaded end of the axle into the non-threaded side of the dropout and through the hub.
Tighten the axle
Push the axle all the way in and turn the lever or hex wrench clockwise until the axle is secure. Approximately 10-12 Nm is required.
Set the lever angle
If you have a levered axle, you will need to adjust the angle of the lever to your preferred riding position. Switch Levers can to be removed and repositioned. Twist Levers can be pulled out and repositioned.
Unthread the axle
Turn the lever or hex wrench counterclockwise to unthread your axle.
Pull your axle out
Slide your axle all the way out and pull the wheel off of your bike.