Typically you go to a website that is not stored in LastPass and manually login. LastPass will recognized that you successfully logged in and ask if you want to store the site. Click add and then you can use the LastPass plugin from then on.
Some sites don't allow autofill so you click in the username space and then to the right a small box will appear with a number. Click it and you will be presented with a selection from LastPass. This will allow multiple user accounts to a single website.
I prefer to use the search box in LastPass when accessing websites. Start typing a the name of the site and LastPass will present a list. LastPass is basically my favorites list now.