They aren't appropriate for every room, but when recessed lights do provide the kind of lighting you want, you usually need more than one. These lights come in two parts: the canister that contains the light bulb and the control box that contains most of the wires. You connect more than one fixture to a circuit by wiring them in parallel, which simply means joining wires in the control boxes to wires of the same color. The best room for recessed lights is one with an accessible attic space overhead or removable ceiling panels, so you can service them.
Choose the location for each light and install it according to the instructions that come with it. You'll have to cut a hole in the ceiling for the canister. If there's an attic above a drywall ceiling, you can do this from above with a drywall saw. If there's no attic, you'll probably have to uncover the ceiling to install the canisters and wiring and cut the holes when you reinstall the ceiling. You must also anchor the canister and control box to a ceiling joist. Depending on the placement of the light, you may have to install blocking to which you can attach these components.
Run electrical cable between each pair of lights you want on the circuit. The cable must be the same gauge as the cable that supplies power from the main panel. The wiring in many houses is primarily 12 gauge, but some circuits, especially light circuits, may be 14 gauge, so check first. Staple the cables to ceiling joists with wire staples to keep them safe and out of the way.
Feed the cable from the wall switch into the first canister in the series. Be sure the power is off before you handle that cable. The safest way to do this job is to hook up the switch only after wiring all the lights together. Feed the rest of the cables into the other boxes, and secure each one by tightening the cable clamp in the box with a screwdriver.
Strip the cables that you feed into each box by cutting off 6 inches of sheathing from each one with a utility knife and stripping 1/2 inch of insulation from the end of each insulated wire with a wire stripping tool. There should be two cables in each box except the last one.
Locate the wires for the light. Twist the black one together with the two black wires coming from the external wires, using pliers, and screw on a wire connector. Do the same thing with the white wires. Twist the bare wires together, leaving one of them longer than the others, and connect the long wire to the ground terminal on the box.
Screw the cover onto each box after you've completed the wiring. When all the wiring is done, connect the circuit wire to the wall switch and test the circuit.