If it is a supported device, then this should basically be the process as it is the same for every supported device I have experienced.
- Put the cyanogenmod update zip file on the device sdcard (or internal storage)
- Also put the google apps update package that corresponds to the CM version on the sdcard
- Boot the device in to recovery mode
- You can create a backup in the Recovery image (probably clockworkMod recovery)
- clear the cache and wipe the data
- install zip from sdcard (selecting the cyanogenmod zip)
- install zip from sdcard (selecting the google apps zip)
- reboot the device.
If you have ROM Manager, a lot of this process may even be easier. With ROM Manager, which can also install ClockWorkMod Recovery if it is supported on the device, you can download CyanogenMod, the google apps package, clear the cache and user data, and perform the backup. It will then reboot the device and perform all those steps.
Now, as I said, I am not 100% sure that CM is supported on this device, so there may be other steps required to get an unofficial version working on the device. With that said, Samsung devices are usually pretty easy to get back to the Stock version if something goes wrong (soft brick). It is pretty hard to brick these devices, I have had a couple scares, but I have always been able to revert back to original stock ROM by using ODIN.