If the sensor you are referring to is a SparkFun product, I would recommend searching the Tutorials section. They typically have some type of hook up guide or something to help get you started with the product.
If it is an Adafruit product, search their "learning" section. They do the same kind of thing.
Also, on both sites, if you can find the product page, there is almost certainly a link towards the bottom to the hook up guide/learning tutorial for the product.
If this is just a bare sensor you got from another source, you can still try searching both sites to see if there is something similar. That may give you a kick start to understanding what you have and how to use it.
I hope that is helpful,