It is quite a vast subject. You can do with inbuilt SQL Server and Windows OS solutions but you can also resort to a third party tool. Refer to these:
Troubleshooting Performance Problems in SQL Server 2005
http://msdn.microsoft.com/en-us/library/cc966540.aspxSQL Server Performance Tuning Articles
http://www.sql-server-performance.com/articles/per/index.aspxSQL Server Performance Monitor
http://www.databasejournal.com/features/mssql/article.php/3506526/SQL-Server-Performance-Monitor.htmTips for Using SQL Server Performance Monitor Counters
http://www.sql-server-performance.com/tips/sql_server_performance_monitor_coutners_p1.aspxHow to troubleshoot SQL Server performance issues
http://support.microsoft.com/kb/298475How do I monitor SQL Server performance? Number of tools with links
http://sqlserver2000.databases.aspfaq.com/how-do-i-monitor-sql-server-performance.htmlLow footprint performance monitoring & alerting for SQL Server - Free for SQL Server Express Edition
http://www.teratrax.com/tpm/FREE TOOL: SQL check v1 - SQL Server Performance Dashboard & Screensaver
http://www.idera.com/Products/Free-Tools/SQL-check/