You can set your experience by going to your profile page and clicking the experience tab. At the bottom of the page you'll find the + button. Click it to start adding a new experience.
Below is a brief overview of all the fields:
This is the company at which you got your experience. If you didn't get your experience at a company, you can also say something like: self employed.
This is the title of your position. For example, Software engineer.
This is the time period for which you worked at the company or over which you got your experience.
This is a description of the experience. Try to keep it relevant and interesting!
If you want to learn more about changing your experience, then please read this article.