This is a task done by those who have a chair that has casters (star-shaped legs attached to wheels) who want to convert it into a chair with legs. This modification is beneficial if you have an older chair that is having trouble with its pre-existing casters. If done properly, this modification will function for many years. Your chair should have a solid wood base in order for the screws to adhere securely.
Remove the casters from your chair. These are normally anchored to the bottom of a chair by way of turned bolts. You will need to use your Allen wrench. There should be four main screws.
Check to see if your chair has a solid wood base. This is common among furniture made prior to the 1980s. You can check by knocking on the baseboard. If the knock sounds more "deep," you have pressboard. If it sounds higher, then you have solid wood.
Affix the leg anchors to the four corners of the bottom of the chair by way of 1/4-inch wood screws.
Screw the chair legs to their anchors if required. Some chair legs come attached permanently to their anchors.
Many legs come with their own installation instructions.
Chairs with casters aren't designed to support legs. If you do choose to add legs to your chair, the chair should not see excess use.