The hyperfocal distance is the distance to focus on, giving a specific f-stop, that will put infinity at the furthest edge of the depth of field. It's easy to calculate (chart), the problem is setting the focus to that distance on a lens without a distance scale, which most modern lenses lack. (The good old fashioned manual focus lenses had distance scales and DOF scales on them - you might pick up an inexpensive Nikkor 50mm f/1.8 AI lens to play around with that.) You could set your f-stop, determine the hyperfocal distance with a chart or calculator, then measure or estimate an object that far away, focus on it, then recompose and shoot.
Seems rather cumbersome to me. Assuming you're shooting something like a landscape that needs a large depth of field, you could probably get good results but using a small aperture (f/16 or f/22) and focusing about 1/3 into the scene. You could try a sequence of shots starting with f/8 and all whole f-stops above that (f/11, f/16, etc.), all focused to a point 1/3 into the scene, then compare the results, and see what works for you.
Added: I should add something about diffraction. Smaller apertures (higher f-numbers) increase depth of field, but increase diffraction. Diffraction decreases resolution (makes the image blurry). The smaller the aperture the more the diffraction. So there's a tradeoff between DOF and diffraction: an increase DOF will result in an increase in diffraction. So when you need a large DOF you should understand the diffraction penalty it incurs.