If it is an hatchable egg (blue background icone, shiny when dropped), you must place it in an "incubator" (right-click on the egg, when you've activated the machine), then click on the "data input" command. This must be successfull t leat three times (more give bigger digimon). To use the data input, you must have the required quantity of the specified data (read the infos on the egg). This quantity is consummed by each of your data inputs. But the difficult part of it is: the input may fail, then the datas are used for nothing, and the egg can be broken.