If you don't have coax in your walls already then you want to hire a professional. It's possible to do it yourself but it's going to be a huge pain in the ass and a ton of work. The professionals already have good specialized tools and experience to get it done in a fraction of the time.

If you just need to terminate the coax coming out of the ground and there's already a junction box with a bunch of unterminated coax that's running to various rooms in your house, then get a coax termination kit, something like this: https://www.amazon.com/Coax-Crimper-Compression-Stripper-Connectors/dp/B06W5G64VQ/ It may seem like a waste of money to buy a set of tools you'll only ever use once. You can get a stripping tool, compression tool, and a bunch of connectors for $20. If there's multiple coax cables in the termination box you'll get the clearest and cleanest signal without using a splitter, so you might want to get a tone-tester as well so you can easily locate the cable which corresponds with the outlet you want to use.

You can get a little baggie of twist-on connectors for $6 and strip with a knife. Don't. Get the kit with the proper tools. The extra $14 is totally worth it.