To wear the sgian dubh, first you need to make sure your kilt hose are folded down so the top edge is just below the knee.
With the crest of the knife facing outwards, the sgian dubh is then slotted between the kilt hose and your calf on the right side of your body, assuming that you are right-handed.
Only the top part of the handle should be visible, but you can adjust this for your own comfort.