You insert them into your vagina and then walk around (some people go about their day as usual and do groceries and such while others feel more comfortable staying in their house). If you feel the balls slipping, you tighten your kegels to keep it in.

It's exactly like practicing kegels by stopping a pee stream except that's actually bad for you whereas this isn't. It ensures you're flexing the right muscles and if you get heavier balls, adds resistance.