You need to use Soul Trap or a Soul Trap enchanted weapon on an enemy and kill them. When they die if there is a soul gem in your inventory that can hold their soul then the soul will be captured by it.
Soul Gems can be used to enchant equipment and recharge enchanted weapons. --- "It's you Americans. There's something about nipples you hate. If this were Germany, we'd be romping around naked on the stage here." - Peter Molyneux
you can buy them either empty of filled with a soul, if theyre empty you need to either get a soul trap spell or enchant an item with soul trap. you then use the filled soul gems to enchant items at the arcane enchanter to enchant weapons/armor --- xbl gamertag: loki lauyferson
Also, human enemies require Black soul gems. Nothing short of that can contain them. Souls always go to the smallest possible gem, but you can waste high-level gems this way.
For example, if you only have Grand gems, and you trap and kill a Petty-level monster, its soul will inhabit one of your Grands, which is a major waste. --- Look, for the last time: Kirby has explained it over and over! http://i279.photobucket.com/albums/kk138/Schesparn/11911255317531.gif