Just the way you can anything- It's the first thing I ever canned.
I put water into sterilized jars, and processed them according to the recommendations. I've read that this keeps the water sterile for a long time, and I've also read that it's an extra step since water should be ok without doing it, if you want to just put it in jars. And it's not practical to have more than a couple days worth, but I figured it would come in handy if there was another water main break around here. Usually they warn you before they turn off the water, but recently, they didn't, and I was kicking myself for not having my water ready yet.