The very first step is to state the learning objectives in the lesson itself. By placing the learning objectives in your slide and discussing them, students know what they are working towards and gain more ownership of their own learning process.
Tip: The way learning objectives are formulated is a personal choice, but formulating a learning objective from the student's perspective is often much more powerful: "You can...", or: "I can...".
Finally, don't forget to check at the end of the lesson whether the learning objective has been achieved. An exit ticket can help with this!
For example, one of the following three: