Before vacuuming your pool, you should first clear your skimmer & pump baskets and backwash or remove and clean your filter to get the best performance while vacuuming.
Once ready, set youself up at the skimmer box and attach your vacuum head to the telescopic pole, place your coiled up vacuum hose on the water and taking the end lying on top press it onto the vacuum head. Lower the vacuum head into the water while your other hand feeds and guides the hose allowing it to uncoil and fill with water. Place the vacuum head on the pool floor and allow the pole to rest against the side of the pool, then feed in and submerse the last of the hose, hold it under water while your free hand places the vacuum plate in position, feed the hose through the wier door opening or quickly over the top through the deck and push into the vacuum plate. Turn on your pump and start vacumming.
Be sure to empty your baskets as needed during the process and keep an eye on your filter pressure, as it may even require a backwash or removal and clean before you finish. Depending on the loading of dust in the pool you may not even need to backwash or remove and clean your filter immediately afterward.
In heavily soiled pools, to save time or avoid potential damage to your filter you may opt to vacuum to waste. On a sand or diatomaceous earth filter simply select the "waste" function, or in the case of a cartridge filter there should always be a 3-way valve installed between the pump and filter as a provision for the "waste" function.