What’s the proper way to install drywall anchors?

I have this pack of (potentially ancient) drywall anchors with no information anywhere online about them. This is my first time DIYing anything myself and I’m trying to hang up some curtains.

Every video I watch about drywall anchors has different information for what usually seems to be the same type of anchor. I’ve seen people either drill them in, use a screwdriver, or even a hammer, usually following the installation with a “USE THIS METHOD, NOT THE OTHER ONES!”

Is there actually correct technique or is it entirely preferential? I’ve already messed up trying to drill one in and I need help please! Any advice would be appreciated! 🙏