Go back to the party camp and talk to the dwarf Sandal, son of the merchant Bodahn. Ask him if he can enchant something for you and a new window will show up, listing all of the weapons you have that has rune slots on the upper right side of the window. Press on one of those weapons and you will see the weapon of your choice featured on the main part of that window, with rune slots varying from 1-3 depending on your weapon. There should be runes at the bottom right, if not then add some to your inventory, you hold down the mouse 1 button(left mouse button) when pressing at one of the runes and drag it to one of the weapon's rune slots.
These runes can be removed at any time you talk to Sandal should you regret putting the rune(s) there, or simply want to insert better ones into that/those weapon(s).