Am I putting my new lens on my DSLR wrong?

It is a Nikon D7200 camera, with a Sigma 70-200mm f/2.8 APO EX DG OS. Is this lens incompatible with my camera or am I just attaching the lens wrong? The lens looks too big for the camera body. Thanks!

Added (1). I feel silly now. It turns out the person who bought me the lens bought me one for a Canon camera!

As long as you match up the red dots and twist until the lens locks, you're doing it right ( you DID buy the lens in Nikon fit, didn't you?).

If you can control the Sigma the way you can control your standard zoom, there's no problem.

A 70-210mm f2.8 is a VERY big lens, however you slice it ( weighs over 3lb, the best part of 8" long and not far off 3.5" in diameter), you'll just have to live with the aesthetics.

You don't state what problem you're having. If it fits and clicks, then it is mounted properly.
Andrew is correct. Match the dots and twist. Just as long as you purchased the Sigma 70-200 to fit onto a Nikon, then you're good to go. Yes, it's big lens, and therefore you should hold the camera/lens combo by the lens itself and not just by the camera body. Holding the camera without supporting the lens will put a large amount of stress on the lens mount which could cause it to fail over time.

Even the 70-200mm with a Nikon mount will look enormous with your camera. That's as normal as this one below.

http://bookofjoe.typepad.com/.a/6a00d8341c5dea53ef016306176ed7970d-800wi

What's silly however is hand-holding (no tripod) such a huge lens like this.

Bigger aperture lens will be always big, mostly if it is a tele lens. And yes it is normal like that.