The Stations of the Cross (or Way of the Cross) is an active prayer in which you reflect on the Passion of Christ. They can be done publicly or privately. You can physically walk to each "station" in a church, outdoors, or in your home. Or, if you are unable, you can simply kneel (or sit) before a crucifix or picture of Jesus.
If you do not have a book with written meditations for each station you can simply say your own prayers. Before each station say, "We adore you, O Christ, and we bless you, because by your holy cross, you have redeemed the world." Then think about the station and talk to Our Lord. Afterwards you can say a Hail Mary or a set of one Our Father, Hail Mary and Glory Be.
For online help in praying the Stations of the Cross, check out one of the following:
Information about the Way of the Cross from New Advent.org.
Stations of the Cross for the Whole Family from Domestic-Church.com.
EWTN's Stations of the Cross with reflections written by Mother M. Angelica, P.C.P.A.
The Eternal Father Eucharistic Adoration Chapel Stations with Traditional Prayers.