A sling is very useful for breastfeeding, especially when you are somewhere that is not conducive to sitting down to nurse.

It can be a little tricky getting the hang of it (just like learning to breastfeed!) but most babies will settle down to it, once they realize food is readily available while in the sling.

The first method (which is not shown) to get yourself and baby used to nursing in the sling is to put the sling on loosely then sit down and begin nursing your baby on the side opposite the rings. Once baby is nursing, slowly begin to tighten the sling around baby. Start with the rail that is around baby's bottom.  Get baby's bottom and legs safely supported in the sling and then work on tightening around the head.  You will need to cradle baby's head in your arm either outside the sling or inside (see pictures below) to keep a good latch-on.

You can also sit and nurse baby and have someone else put the sling on you loosely, then tighten it.

It helps to wear a nursing shirt the first few times.
This method is for going from a cradle position to nursing.

First support baby's head in one arm and with other arm, begin loosening the top rail of the sling.

Make sure baby's bottom is still supported by the sling, by tightening the back rail.
Support baby's head with your opposite arm outside the sling and slip your "cradling" arm back into the sling to support baby's head.

Lower and turn baby into nursing position so her tummy is against yours.  You will need to watch her arm that is closest to you.  Either tuck it under her body, or raise it up (whatever is her "usual" arm position when nursing) making sure it doesn't get trapped in the fabric.

Make sure there is fabric between your stomach and baby's and that baby's bottom and legs are still securely in the sling.

If baby is not conducive to nursing in the sling and/or is arching her back and squirming, don't try to nurse in the sling.  Remove it and try again later.
Get baby latched-on.  It helps to wear a nursing shirt (not used in the picture) the first few times you try so that your shirt doesn't get all tangled up in the sling.
Once baby is nursing, you can pull the fabric up around your arm and then tighten the sling around your arm.

Always check to make sure baby's bottom and legs are supported by the sling and there is a wall of fabric between you and baby.
You can also remove your arm from the sling by first supporting baby's head with your opposite arm outside of the sling and then slipping your "cradle" elbow out of the sling and cradling baby's head outside of the sling.  Retighten top rail.  You will need to support baby's head outside of the sling to keep a good latch-on.
Once baby is done nursing, you have several options. If baby is sleeping, you can tighten the sling to support baby's head and then carry baby around in a cradle position.

Or you can loosen the sling and turn baby upright into a tummy-to-tummy position.
This method is for going from a kangaroo position to a nursing.
While supporting baby's weight with one hand, loosen the sling by lifting up on the bottom ring and pushing the fabric of the tail back through the ring.
Reach into the sling from both sides and twist baby into a nursing position with head opposite the rings and feet out (if baby is long enough).
BREASTFEEDING IN YOUR SLING
Pull the bottom rail of the sling under baby's bottom, legs, and back of knees and tighten the back rail so that baby's bottom is supported.

Make sure there is fabric between baby's bottom and you. Check to make sure baby's bottom and legs are securely in the sling. 
Get baby latched on.
Tighten the top rail of the sling to support baby's head.  Use your arm to cradle baby's head outside of the sling.