It's not as easy as it sounds.

1. You need a quick release axle SET because the diameter and threading of your nutted axle is just different enough that the cones and locknuts won't thread on. The quick release skewer itself won't come with the axle set. Your best bet might be to find a trashed rear wheel that you can use as a donor.

2. The axle has to be exactly the right length. The axle has to nest in the dropouts but can't project beyond even the tiniest bit. Otherwise the QR won't clamp against the dropout tightly enough to hold the axle steady. If you have a steel frame bike with thin dropouts this measurement is very critical.

3. The last issue is the hub dust covers. Remember I said you need new cones, well, their outer diameter won't be the same as what you have now so the dust covers won't fit. Easiest thing is just to live with a little gap and remember to overhaul your rear hub regularly and after every rain ride.