You will have to cross out the number called when you find it in your bingo sheet. In many bingo games that use the traditional number grid (see Free Blank Printable Bingo Card), the call out will be a number drawn from a lucky hat or other randomized lottery-type picker.
How you get to hit these squares will depend on the call out. The instructions for any bingo game will cover this basic ground rule: You have to hit (or mark) a number of squares in a row. Rules and procedures and themes will vary in different places, but certain ground rules will not. Bingo is a popular game, and as with all popular games, it has spurred a variety of ways to play it.