How to set focus to infinity on Nikon D5100?

How do I set focus to infinity on Nikon D5100?

Focusing to infinity is a function of the lens, NOT the camera body. So switch the lens to M (manual focus) and set the focus of the lens wherever you want.

As Edwin said.

If the lens does not have a distance scale to worth with (e.g. The kit lenses that come with the D5100 don't have one), then just use autofocus to focus on a very distant object. Typically 100ft or so should suffice.