Insert your hand into the hole in the back of the ventriloquist dummy. Most ventriloquist dummies have a wooden pole that is attached to the head, with levers on the pole to control the movements of the dummy's face.
Grasp the pole and practice turning the head back and forth by rotating the pole in your hand. Test out the various levers on the pole to get an idea for which levers do what.
Sit the dummy on your lap, which is how most ventriloquists do their act. This gives the dummy an appearance of human-like behavior, and makes it convenient for you to control the dummy without it being obvious that you are doing so.
Try throwing your voice, which is the real skill of a ventriloquist. Ventriloquists throw their voices by keeping their lips still, and compensating for the sounds that lips make by contorting the muscles and organs of the mouth to produce similar sounds.
Practice throwing your voice in front of a mirror, while moving the various levers within the dummy. The aim is to sync up what you are saying with related mouth and facial feature movements of the dummy.