Click here for a step-by-step guide.
Please note that ViewNX-i and Capture NX-D have been discontinued (click here for the announcement) and removed from the Download Centre however, Nikon Transfer 2 is included with NX Studio.
Useful links:
NX Studio download page
NX Studio video tutorials
NX Studio Help / NX Studio Reference Manual in pdf format
Nikon Transfer 2 Help