Given your question, I'm going to guess you're on the "beginner" end of things. The absolute Easiest path for you is to use a "chocolate melt", the most common and easily available is "chocolate almond bark", you'd be hard pressed to find a store with a baking isle that DOESN'T have this stuff. It's not chocolate, but offers a close enough resemblance to make for an excellent first try. I use it, and I'm a snob when it comes to food/sweets (well, I use it for specific things).
Next step up from that would be candy melts, more or less like above but in a higher quality. Past that is getting into real chocolate, which requires knowledge of tempering to do well/obtain good results.
As for "how to coat", you either pour it over (marshmallow on a toothpick, slowly pour the melted chocolate over the whole thing), dip it in the melted chocolate or combine the 2... dipping the bottom that then sits on a wire rack and then pour to cover the rest. The final is how commercial candy is coated, chocolate waterfall covers items that go through on a converyer belt.
I must suggest that if you're willing to chocolate coat marshmallows, please do yourself a favor and make the marshmallows from scratch too. Unbelievable how much better they are, the only "special" tool needed is a mixer with whipe attachment.... or a REALLY muscular forearm and normal whisk.