First thing you need is a "tool" to sharpen the blades. One of the most versatile and inexpensive sharpeners is the Stay Sharp. A higher end sharpener is a Lansky.
Take your blades off the ferrule and insert into your tool. I always use a black marker to the sides of the blade so I can watch where i'm getting traction or missing traction onto the material i'm using, normally fine grit sandpaper. I finish it up with a leather strop to make then razor sharp to shave hair off my arm.
Look into that Stay Sharp for your first foray into sharpening a blade. The owner is a bit of a dicccckhead but the product works well.