It depends on the clients acutally. The newer the better. I think USB token native support was added in Vista and newer. Check token provider for native OS support.
Documentation from the token provider will help, and it helps if you have some management software from the provider to see what's on the token, wipe it, etc.
The general process is once you have your CA properly setup in AD you can issue user-based certificates to the token the same way you would for a smartcard. Since smartcard's are much more popular you can follow any walkthroughs on google for smartcard setup in active directory. Once you've issued a user certificate to the token, you should be able to plug it into a client computer and Vista/Win7 should allow you to sign in with the token and a PIN that was set during certificate issue (if required).
It requires no changes on the client that I know of other then insuring the OS has native support (built-in drivers) for the token or the drivers were installed before you try to use the token.