The first thing you have to do is learn how to clip in and clip out. A stationary trainer can be helpful  as it holds your bike steady while allowing you to pedal. If you don’t have access to one then alternatively you can hold onto a railing or position your bike in a doorway and practice by backpedalling.

How to: Change your Pedals 

When clipping in, place the front of the cleat into the front of the pedal and drop your heel to engage the back of the cleat (listen for the tell-tale snap sound) then try pedalling for a minute. When stopping, clip out your non-leading foot by twisting your heel away from the bike. Each time you practice slide off your saddle and touch your foot to the ground before starting again. Repeat these steps several times.