It depends a bit on what computer and software you are using. For example, on an iPad with Safari, you simply hold the key and the available options appear. For example, if you tap and hold the a key, you get ã, å, ā, à, á, â, ä, and æ. If the letter has no other options, nothing additional appears. For capital letter options press the shift key first.
You can also cut and paste from a word processor. How you insert the characters with diacritical marks depends on your word processor.
You can also google this, find the specifics for your system.