There's no one-size-fits-all answer to this question, as the method that works best for preloading your headset bearings may vary depending on the headset you're using and how tight you've tightened your top cap. However, some tips to get started include:
Thread the included Allen key into the top cap of your headset and tighten it until it bottoms out against the steerer tube. This will apply preload to the bearings.
If you have a torque wrench, use it to tighten the top cap evenly in increments of around 10N (2.5kgf–5kgf or 0.6–1.1lbf). Remember to start from the center of the top cap and work your way outwards as you tighten it, so that all of the bearing surfaces are equally compressed.
If you don't have a torque wrench, try hand-tightening the top cap instead and then slowly increase the tension by backhanding