You'll need to make sure a couple things are in place. I'm going to assume you're behind a router, and know how to forward ports. If you're directly connected, just make sure you don't have firewall issues. Also assuming you're using mirc.

Open up tools->options.

Under "Connect" pick "Options", and click the "Advanced" button. Enter a port range over 1024. I'd recommend keeping the range fairly narrow. I use 2048-2054. Make sure that "DCC" is checked. Forward the port range you chose in your router (if applicable).

If you're connected to an irc server already, make sure that under "Connect" -> "Local Info" you see your external ip address listed and correct.

Pick "DCC" next. Under "On Send request", make sure to pick "Auto-get file".

Pick "DCC" -> "Folders" and adjust the download folders however you please.

Pick "DCC" -> "Ignore". Make sure you're not on method "Accept only", or if you are that your "File type" list includes the file extensions you want to get. I generally leave this disabled.

Pick "DCC" -> "Server". Make sure it's enabled. Default port if 59, and it's generally good to leave it there if possible, but you can change it if you have to. Forward that port, too, if applicable. Make sure to listen for at least "Send" to get files. "Chat" and "Fserve" are useful, too.

Once you've done all that and got your ports forwarded as necessary or firewall otherwise opened up, you should be good to go.