Insert a masonry bit into the chuck of a hammer drill or a rotary hammer. A hammer drill works by percussive action, while a rotary hammer has a reciprocating mechanism that moves the tip back and forth when you drill. Choose a bit that has the same diameter as the bolt or anchor you need to fit in the hole. Tighten the chuck with the key that is supplied with the drill.
Mark the location of the hole, then place the tip of the bit on the mark and pull the trigger to start the drill. Hold the drill steady so the tip doesn't wander as the bit begins to form the hole.
Drill the hole in about 1/4-inch increments, removing the bit after the completion of each and dipping it in a pan of water to cool it. The drilling will proceed more quickly if you blow the dust out of the hole periodically. Continue drilling until the depth of the hole is sufficient to accommodate the bolt or anchor.
Push on a hammer drill to make it work its way more quickly through the concrete. If you are using a rotary hammer, though, just let the machine do the work. If you push on it, it will work more slowly and the bit will wear out more quickly.
Set the drill speed to a lower setting if you are drilling through concrete that chips easily.