You need a spoke key to rotate the spoke nipple and tighten the spoke, the plastic Buddy Spokey ones are good and cheap, get the correct size for your spoke nipple.
Once you have the threads inside the nipple (bending the spoke gently), you need to reverse the nipple to engage the thread then gently tighten.
As you tighten, the rim is pulled to one side. You need to balance the tension of the spoke and the trueness of the rim. Its hard to get both perfect on a replacement. . Ping the spokes to guage the tension and use a non-metallic pointy thing against the brake blocks to guague the trueness. 1mm of trueness is OK, 5mm is what you expect from a shop.
The danger with spoke keys is being to aggressive. When I get the tension close I turn in 1/16 rotation then check again. Often you have to adjust adjacent spokes as well. Its a bit of a dark art but worth learning.