Simply speaking, SSE is vector processing. The way to do is to declare a vector type in GCC:

#include <stdio.h>
typedef float v4sf __attribute__ ((vector_size(16))); // 4 floats * sizeof(float)=4*4=16

typedef union {
	v4sf v;
	float f[4];
}  v4sf_t;

int main()
{
	v4sf_t a, b, c;

	a.f[0] = 1; a.f[1] = 2; a.f[2] = 3; a.f[3] = 4;
	b.f[0] = 5; b.f[1] = 6; b.f[2] = 7; b.f[3] = 8;

	c.v = a.v + b.v;

	printf("%f, %f, %f, %f\n", c.f[0], c.f[1], c.f[2], c.f[3]);
	return 0;
}

Then compile with gcc -ggdb -c test.c, and run objdump -dS test.o, we can see the following:

	c.v = a.v + b.v;
  48:	0f 28 4d f0          	movaps -0x10(%rbp),%xmm1
  4c:	0f 28 45 e0          	movaps -0x20(%rbp),%xmm0
  50:	0f 58 c1             	addps  %xmm1,%xmm0
  53:	0f 29 45 d0          	movaps %xmm0,-0x30(%rbp)

The instructions movaps and addps are SSE instructions. Doing a stress test:

#include <sys/time.h>
#include <unistd.h> 
#include <stdio.h>

typedef float v4sf __attribute__ ((vector_size(16))); // 4 floats * sizeof(float)=4*4=16

typedef union {
	v4sf v;
	float f[4];
} v4sf_t;

int main()
{
	v4sf_t a, b, c;
	int i,j;
	struct timeval tst, tfin;
	double t;

	a.f[0] = 1; a.f[1] = 2; a.f[2] = 3; a.f[3] = 4;
	b.f[0] = 5; b.f[1] = 6; b.f[2] = 7; b.f[3] = 8;

	gettimeofday(&tst, NULL);
	for (i=0; i != 0xFFFFFFF ; ++i)
		c.v = a.v * b.v;
	gettimeofday(&tfin, NULL);
	t = (tfin.tv_sec - tst.tv_sec) + (double)(tfin.tv_usec - tst.tv_usec)/1e6;
	printf("%f, %f, %f, %f\n", c.f[0], c.f[1], c.f[2], c.f[3]);
	printf("Time taken for SSE: %fs\n",t);

	gettimeofday(&tst, NULL);
	for (i=0; i != 0xFFFFFFF ; ++i)
		for(j = 0; j < 4; ++j)
			c.f[j] = a.f[j] * b.f[j];
	gettimeofday(&tfin, NULL);
	t = (tfin.tv_sec - tst.tv_sec) + (double)(tfin.tv_usec - tst.tv_usec)/1e6;
	printf("%f, %f, %f, %f\n", c.f[0], c.f[1], c.f[2], c.f[3]);
	printf("Time taken for SSE: %fs\n",t);

	return 0;
}

Output in AMD Athlon(tm) 64 X2 Dual Core Processor 5200+:

5.000000, 12.000000, 21.000000, 32.000000
Time taken for SSE: 0.725793s
5.000000, 12.000000, 21.000000, 32.000000
Time taken for array: 6.414677s