Teflon tape is a long, thin roll of very pliable Teflon that is similar in appearance to a roll of electrical tape except it is white and has no adhesive.
Wrap the male threads with Teflon tape. The most important thing to remember is to wrap the threads in the same direction the female end turns to attach to the pipe. If you wrap the threads in the wrong direction, when you tighten the joint the tape will unwind and could give you a leaky joint. A rule of thumb is,"righty, tighty...lefty, loosey".