First of, you need to locate your chosen wallet. Well if you'll ask me, I prefer Electrum as my wallet. Since, for me it has the better security than other wallets. It has a feature in where you could set your own keys for better protection and security. If you are to use Electrum as your wallet, You must download the wallet in their website and Register. Just read carefully instructions, and try to do background check so that you could have an Idea on how to use it. Friendly reminder, keep your keys safe since it is the only way you could access your wallet.