How to christians celebrate advent?

We don't "celebrate" Advent, we "observe" Advent. It is a time of preparation for the coming of Christ into the world. Unlike the secular world there are no decorations (trees, lights, etc.) in the Church until just before Christmas Eve. This is to remind us of the darkness of the world before Jesus was born. We are to prepare for His coming. The person above me did a good job of explaining the candles. Then we celebrate His birth starting after sundown on December 24th. (We follow the custom of the Jewish people with the day starting at sundown.)