Most stamps will have the country's name and date of issue directly printed on the stamp. In this case, you can go directly to the country in your album and locate the image of your stamp. If you have a beginner album, your stamp may not be pictured, but you can still place your stamp in it's approximate place by year.
If there is no date listed, you can consult your catalog. Most comprehensive catalogs contain illustrations for almost every stamp issued by date. You simply need to find your stamp under your country's heading and then place it in the appropriate place in your album.
Some stamps may not have the country name printed directly on them. You can use context clues or stamp denominations to help you identify the country of issue. For example Malagasy is printed on stamps issued by Madagascar or a letter d and a numeral stands for pence the currency used by Great Britain.