If you are talking about signing a message with the nano s:
- Open Bitcoin Chrome app + Bitcoin app on nano s
- Click Settings (top right corner) -> Tools -> Sign Message
- Choose the address you want to use to sigh the message from the drop down menu
- Put your message into the message box
- Click on 'Sign'
Or did you mean the signing of transactions?
The rough process looks like this: Create Transaction on PC -> Approve TX on your nano s -> Transaction is being signed by the nano s -> TX is being broadcasted
This process is done 'automatically'. You just have to enter the TX details and approve it on your device.