First thing you need be able to identify all the pins on the GLCD module.
This is critical since if things are mis-wired the glcd or the arduino could be damaged.
If your display does not have the pins labeled, Google around for a datasheet.
Again, it is critical that you have the correct information for the glcd pins.
While I can't be sure, this datasheet sounds like it is for the
display you have described:http://www.mikroe.com/downloads/get/1010/glcd_128x64_spec.pdf
You can then use the data sheet, or pin labels if your glcd has them , to identify
the glcd pins and match them up to the Arduino pins for your Arduino board.
Use the "GLCD Panel Pinouts" table on the glcd playground page (I provided the link earlier).
Then simply look at the pin function on the glcd and wire that function to the
Arduino pin indicated in the table.
For example if the glcd module uses pin 9 for data bit 0 (DB0 or D0) and you are using a
arduino mega, you scan down the "Function" column in the table until you see "D0"
Once you locate "D0" look to the left in the "Mega" column and you will see a 22
So that means that you hook the GLCD pin for D0 to the Arduino Mega pin 22.
You will do this for all the pins on your glcd.
You must also hook up the GLCD reset pin, contrast pot, the backlight and the power connections for
the glcd. The playground page has quite a bit of information for how to do these things.
Read through the playground page and come back with any additional questions.