it depends on your client. for example, snort, amethyst, and damus all allow you to pick a relay for global, and other aspects of nostr, such as search and DMs. on snort, you pick the relay when viewing the global tab. on amethyst, you pick the relay via the globe icon on the relay configuration page. if it's green, it's turned on. i don't know how you do it on damus, because i don't use damus, but i assume it works in a similar fashion.