I can't figure this thing out

I tried hooking it up countless times and I can't get it to program
seriously I just wish that I could learn how to program with it

I tried hooking it up with the ICSP and led and the PIC was smoking from MCLR
which I'm sure was my fault
but even before I still couldn't get it to work in the past and no smoking happened

Any help would be greatly appreciated on helping me program with this thing

I was using a PIC16F627A