There are two types of adapters for this situation. If you are installing the drive into a drive bay with a built-in connector such as in a server or a removable drive bay that accepts bare drives (rare in desktops), you would need a special adapter that is the size of a 3.5 inch drive and has connectors in the same location as a 3.5 inch drive, but has a spot inside to mount the 2.5 inch drive with separate connectors for that drive. Such adapters are about $15-25 each. Western Digital Velociraptor drives are 2.5 inch drives that come in such an adapter.
The other type (likely the kind that you need) are about $5-10. They just have screw holes that fit the 3.5 inch mounting with structural metal or plastic allowing mounting a 2.5 inch drive inside, but have no connectors, so you have to attach your connecting cables directly to the 2.5 inch drive. This type of adapter often comes with SSDs so that they can be mounted in standard cases, which often have 3.5 inch drive bays but not 2.5 inch bays.
UPDATE: Some servers such as SuperMicro also have specially-made inserts for their 3.5" drive trays that allow you to mount 2.5" drives in those trays in a way that places the 2.5 inch drive connector exactly where the 3.5" connectors would be. This isn't normally possible due to differences in the locations and sizes of the mounting points, but these trays have extra holes to accommodate both drive types.