Decide which method will work best for your project. You have a few options to choose from:
Potter's wheel: Best for bowls or plates, vases or anything you need to be symmetrical and round, It takes a lot of practice to get really skillful at this. It also requires a kiln and knowledge of firing and glazes. It's good for large and small objects, but again it is tough to rework if mistakes happen initially.
Pinching by hand: Best for small objects. The method is fairly straightforward: Start off with a small amount of clay that you can work with in your palms. Mold it with pressure from your thumb and index finger and keep turning it in your other palm if you want it round, and keep the "walls" even. Use a damp sponge to smooth the surface.
Coiling: Best for hollow or non symmetrical objects. You can create an interesting texture or pattern by or coiling layers together. Instead of one block of clay, you simply pile or coils into a shape. They adhere together with slip and create one mass.
Slab making: Best for flat sided objects. You put the sides of the clay onto a form. Use a plastic bag so it won't stick or use a light coating of cooking oil. As it dries remove it from the original form, it will shrink and possible crack if left draped over a bowl but it will maintain its shape.