Full instructions should come with the device.

Plug one end of the yellow cable supplied with the device into your Boostbox and the other into any LAN port on your broadband router (the LAN ports are usually coloured yellow, just like the cable). Plug your Boostbox into the mains power and switch on.

Your Boostbox will now automatically set itself up – it usually takes about 40 minutes, but occasionally it can take up to four hours. After a few minutes, the  @ symbol will begin to pulse to tell you that setup is happening. You don’t need to do anything, just wait for it to finish.

Your Boostbox will be ready to use when the 'power', ‘your connection’ and ‘device status’ lights are all illuminated and static.

More information, here: https://www.o2.co.uk/help/network-coverage-and-international/boostbox-guide