How do I install a drill press chuck

As others have said, the chuck most likely has a female Jacobs taper that either fits a male Jacobs taper on the bottom of the spindle OR the spindle has a female taper (most likely a Morse taper) and you'll need a double-male-taper adapter (an arbor) to install the chuck onto the spindle.

These taper systems works well, but it's vital that the mating male and female tapers be smooth and clean. A little burr or bit of oil will either keep the tapers from holding or -- it you can get them to hold together at all in that configuration -- will cause them to pop apart easily.

Use a stone (machinist's term for a sharpening stone) or a very fine file to remove any burrs from the male taper and then clean it with a clean rag and alcohol. Then inspect and clean the female taper before inserting that matching male taper. A soft-face hammer or piece of wood can be used to seat the taper.

John

For large holes, you can install a Morse tapered drill directly into the spindle in place of the chuck.

Your drill press should come with a small wedge that fits in the spindle slot. Use this to drive the chuck or tapered drill back out.

To install the chuck into the spindle, set a wooden block under the chuck, line the chuck up with the spindle and lower the feed handle until the taper is mated. Then tap the feed handle several times to jam the taper.