Usually a hole is cut in the wall. Buy a vent kit that is recommended for your dryer. It will contain a large diameter hose and a clamp to hold it onto the dryer. Then the end goes through the wall and a part attached to outside of house to keep as much air as possible from coming back in. Some parts are sold separate so be sure to check that you have all parts. Unless you are very much a mechanical person hire someone to do the work. Many hardware places have contacts for installers.
BECAUSE OF CARBON MONOXIDE, DO NOT USE DRYER UNTIL IT IS VENTED TO THE OUTSIDE.
Keep the run short. You can read about how angles impact dryer efficiency when venting.