ALTER DATABASE YourDatabase SET SINGLE_USER WITH ROLLBACK IMMEDIATE
In SSMS...
Right click your database
Tasks - Restore
Review General and Options pages
RESTORE DATABASE myDatabase
FROM DISK=N'G:\SQL Backups\myDatabase\myDatabase_Full_1.bak',
DISK=N'H:\SQL Backups\myDatabase\myDatabase_Full_2.bak',
DISK=N'I:\SQL Backups\myDatabase\myDatabase_Full_3.bak',
DISK=N'J:\SQL Backups\myDatabase\myDatabase_Full_4.bak'
WITH NORECOVERY;
RESTORE DATABASE myDatabase
WITH RECOVERY;
Assumes the AdventureWorks backup has been transferred to the backup location on your server.