To set the air conditioner to "Heat" mode, you must first make sure it's not already in "Cool" or "Fan" mode. To turn the unit off, press and hold down the Ac button until a beep is heard (about 3 seconds). If your A/C unit has multiple modes on the same side of the switch, then it will most likely have.
Once you've determined that your AC does not have an automatic heating mode, simply press the button labelled 'Heat' which should be found somewhere on your unit. You will notice a change in temperature and a different airflow moving from outside of the unit.