Research what types of effects you want to use by visiting websites like MusiciansFriend.com or SweetWater.com and browsing their "effects pedal" sections. Study the names of the pedals, what the effects are called and what types of sounds they produce. If you have a music shop in your area that will allow you to try out different effects pedals before you buy them, visit the store before settling on your purchase(s).
Insert one of your ten foot guitar cables into your guitar's input jack and connect the other end of it into the effect pedal's "Input." Make sure the pedal's light comes on when you insert the cable into its input jack. Step on it to make sure it turns on.
Insert your other ten foot guitar cable into your effect pedal's "Output" jack. Connect the other end of the ten foot guitar cable into your Behringer amp's "Input." Turn on your Behringer amp and adjust the volume, high, mid and low to your liking. Turning up the "low" will create a more bass-heavy sound, while turning up the "high" will create a crunchier, tighter sound. The "Mid" can be used to balance out either type of sound. Make sure the amp is set to clean by turning off the "solo" or "gain" switches.
Connect your effect pedal to another effect pedal using a six inch guitar cable going from the output of the first pedal (the pedal your guitar is connected to) and into the input of the next pedal. Repeat this process for as many pedals as you have, until you connect a ten foot guitar cable from the output of the last pedal into your Behringer amp's input.
Turn your effect(s) on and off as needed by stepping on the appropriate pedal(s).