Step 3: True the Wheel
Moving around the wheel, gradually tighten up the spoke nuts. Revolve the wheel to see where it bulges or bows. Tighten up the opposite nuts to bring the rim back into line.
Truing takes some patience - invariably, tweaking one nut will cause unexpected warping elsewhere. Just keep at it and you'll get a sense for how the system works. If you feel you aren't making any progress, loosen everything and start from scratch again.