The main idea behind PID control is fairly simple, but actually implementing it on an Arduino can be tricky. Luckily, the Arduino IDE comes with a standard library for PID.
On top of that library you can also install a package that auto-tunes your PID gains. Because it’s not a standard library, you have to download the code and place in your Arduino/libraries folder. The Arduino is usually in your documents folder or wherever you installed the Arduino program.
If your sensor readings are very noise you might want to consider adding a Kalman filter before your PID control loop. For example, for a gyro or an accelerometer generally have zero mean gaussian noise, perfect for a Kalman filter. Check out this guide to implement a filter on an Arduino.
Finally, you can write your own PID software using this guide. You might want to do this if you want to add custom features or just want to learn more about controls. Only recommended for advanced users.