You can seed in a wide variety of materials; I recommend oasis starting cubes because I have the most success with them.
Wet the material that you are going to use.
Plant one seed in each individual block. Cucumbers, if germinated at the right temperatures, have a very good germination rate so you should only need to seed the number of cucumbers that you want to end up with (I still add extra seeds so that I can pick the strongest plants at transplanting).
If you use a substance like oasis cubes or rockwool as a seed-starting media, cover the seeds with vermiculite after you seed it. This keeps the seeds moist better between waterings.
Cover the media that you planted with plastic to help keep the seeds moist.
Put the seeded and covered blocks in an area that is between to 26°C (79°F) and 28°C (82°F) and try to keep it there. Using a heating pad that the seed starting cubes sits on is ideal. Failing that, try to find an area of your house that is roughly the right temperature (I have had good luck on top of my fridge).
Water the seedlings regularly so they do not dry out, but also make sure that the media is able to drain. You do not want the seedlings sitting in water.
Watch for the seedlings. As soon as you see any green, remove the plastic cover and move the plants to an area where they get full sunlight. (Leaving the cover on once the plant has sprouted leads to disease).