Power off the compressor and the mixer.
Locate the mixer's "Bus." Depending on the model of your mixer, the sockets may be labeled "Bus," or "Send" and "Return." The send sockets transmit a signal from a mixer channel to the device and the return sockets receive the signal back from it, allowing it to be blended back into the mix.
Connect the send sockets to the input sockets on the rear of the compressor. Connect the return sockets on the mixer to the output sockets on the compressor.
Play a track through the mixer as you normally would. To ensure the compressor is working, press the solo button on one of the channels, then turn up the "Send" control on that channel strip. Observe the input meters on the compressor for activity. Turn up the send control on any other mixer channel to similarly divert it to the compressor.