You need to have the right materials to wrap your knee. You need to buy a knee wrap, also called a compression bandage. These can be bought at any general store or pharmacy. The most popular brand is ACE, but you can also find other brands to buy as well. You also need something to hold the bandage on with. Most bandages come with elastic clasps with metal hooks, but in case your bandage doesn't, you can tuck the bandage into itself.  You can also buy self-sticking bandages, which use adhesive on their surface to stay snug. Others have velcro along the edge of the wrap. Choose whichever one you think is best for your situation. You can also buy different sizes of bandages as well. Buy the size that you feel will fit your knee best. When wrapping your knee, you need to make sure you are in the correct position. First, have a seat in an open area where you have plenty of room to move around.  Next, extend your right leg out in front of you. There should be plenty of extension in your leg, but it should also be relaxed, with just a bit of passive comfortable flexing in your knee. Make sure there is enough room to move your arms around your leg. This will ensure that you have room to work on your knee.
Gather supplies. Position yourself.