Some people boil rocks... some people wash them / soak them in a bleach/water solution...
I usually rinse them with a hose in the driveway and put them in...
Any rocks collected from a natural underwater ecosystem (such as a local river, lake, stream, etc) should be better cleaned to avoid transferring bacteria, fungi or parasites into your system... but rocks kept in dry storage are extremely unlikely to contain anything that can negatively affect your aquarium...