The first time you use your Apple Pencil 2, you’ll need to pair it with your iPad Pro. If you have an iPad Pro 11-inch or iPad Pro 12.9-inch (third generation), attach the Pencil to the magnetic connector on the side of the tablet.
On the iPad Pro screen, you’ll see a pop-up dialog that asks, “Would you like to use this pencil with your iPad?” Click “Connect” and you’re good go to.
After you pair your Apple Pencil, it will stay paired until you restart your iPad, turn on airplane mode, or pair with another iPad. Just pair your Apple Pencil again when you're ready to use it.
(This how-to is based on my experiences and info on Apple's support pages — where the images sometimes come from.)