not difficult at all, but you need some tool
1) stud finder. It would find wood stud under the dry wall. You should have one (20 dollar).
2) drywall can't hold nail or screw directly. there are special plastic hooker for it. Go home depot they would show you.
Depend on the place you choose to install the rod. you first check if there is a stud or not. Then you can direct screw to stud or use drywall screw.