Instructions will come with your headset. If you bought used and you didn't get instructions, it should still be very easy.
I did it once and then took it back because it had too much feedback for those calling me. I'm still shopping for another one.
However, to answer your question, you just plug it in and your phone will discover it and you may have to choose your particular headset from a list. It doesn't take very long for it to be complete and ready to use.
I'm sure someone else here will have more detailed instructions for you too.
Shop for your Apple, Mac, iPhone and other computer products on Amazon.
We are a participant in the Amazon Services LLC Associates Program, an affiliate program designed to provide a means for us to earn fees by linking to Amazon and affiliated sites.