House wrap is used to retard air infiltration. If the walls are already up and you are starting at one end make sure you have a one foot flap left on the end to go around the corner. Begin the first horizontal layer so the bottom edge covers the header and stringer joist. Overlap the edges of each row 4" and staple through both layers. Space the staples 16" O.C. (on center) on the edges and 24" O.C. on the inside of the wrap. Roll the wrapping right over wall openings then go back and cut an X from the corners of the opening. Take these flaps and fold them into the opening, stapling them to the studs.
And since the house wrap is being used to stop the air then all the seams must be covered with that special seal tape. Once the windows are installed these areas too should be taped. Any place that water or air can get in, tape it.