Page 33 of the datasheet shows you how to connect an external resonator or crystal to RA6 and RA7. 22pf or 33pf ceramic capacitors are typical values used.

However as Towlerg stated, this is not the only thing to consider as the PIC has various modes of oscillation, which effectively can multiply the resonator / crystal frequency by factors up to four fold ( eg using an 8Mhz crystal and an HS_PLL setting it can run at 32 Mhz). If you can provide more information as to exactly what speed you want to run the PIC at then I'm sure you'll get more help and guidance.