Firstly, Bully has a great guide here to help you install their kit or similar ones. In essence, you will need to drill into the rocker panel under your truck. To do this you must measure properly so that you save yourself some headaches.
This video below is a visual guide to give a better idea of what we mean. There are also different mounting channels to use depending on your truck. Most universal steps include different options to make sure you have a snug fit.
As mentioned in the video, you’ll need to drill a pilot hole with a 1/8th bit, and then use a 3/8th to send it through for the first two holes. This is an intermediate installation, so expect it to take some time if you’re not using a bolt-on option.