I Searched many other questions and samples, but I still can't understand what I must do.
What I know about this process is
Is this the right process? Or is there a part that I left out?
These samples demonstrate using MSAA with DirectX12:
https://github.com/microsoft/Xbox-ATG-Samples/tree/master/PCSamples/IntroGraphics/SimpleMSAA_PC12
https://github.com/microsoft/Xbox-ATG-Samples/tree/master/UWPSamples/IntroGraphics/SimpleMSAA_UWP12
I also cover this (among other topics) in this blog series.
Per the comments, you can also find MSAA covered in the DirectX Tool Kit for DX12 tutorials.