Use the dedicated CKEditor for WordPress plugin that is available on its official website: http://wordpress.org/extend/plugins/ckeditor-for-wordpress/.
Download the plugin, unpack it, and upload to the
/wp-content/plugins/ directory. Go to the Plugins menu and activate the CKEditor for WordPress plugin.
You can check the demo site of CKEditor + WordPress to see the plugin at work as well as find some configuration instructions and tips.