Anet A6 install bed leveling sensor
You need to do two or three things:


Print a holder or bracket for the probe, if your probe did not come with one, and looking at the eBay item listing, it doesn't appear to include a bracket. There are a number of designs out there, take a look at thingiverse, for example:


Installing the BLtouch on Anet A6 - This one includes a PDF guide.
Anet A6 Autolevel Sensor Support 18mm

Change the firmware - SkyNet 3D, Marlin is a good choice, or Anet's own 
You may need to change the Z-stops


There is a step by step guide here, Autolevel for the A8 Anet 3D Printer. It is for the A8 but most, if not all, of the steps will apply to the A6