Add the gem to your Gemfile:
If you're using Rails, run the generator to create the migration for the delayed_job table.
rails g delayed_job:active_record rake db:migrate
If you're upgrading from Delayed Job 2.x, run the upgrade generator to create a migration to add a column to your delayed_jobs table.
rails g delayed_job:upgrade rake db:migrate
That's it. Use delayed_job as normal.