You can grow it from what you buy at the grocery store and if you cut it, it will regrow on its own.
Here's a step by step tutorial on regrowing Romaine lettuce: https://www.gettystewart.com/how-to-regrow-romaine-lettuce-from-the-stem/
If you cut the end off the Romaine lettuce, you can replant it in water to get it rooted. After it has good roots put it in a planter in soil. It likes cooler air so 100 deg heat won't allow it to grow, so I grow mine inside in the heat as we have a/c on all summer. It likes lots of sunshine and cool air!
You asked how to plant it. I assumed it was not in the ground already. I cut off the ends of ones I buy at the grocery store and put those in water. Once it is rooted and you plant it in the ground, you should leave it until ready to harvest it. Hope this cleared up the misunderstanding.