In cli_wallet, you set a password that encrypts your wallet file (wallet.json) using the set_password command like this (replace 'password' with whatever password you feel is secure)

set_password password

Once set, you use the unlock command: unlock password

Then you use the import_key command to import the key(s) you used to mine to your account(s): import_key 5WIFprivatekeyxxxxxxxx

Now, when the wallet is unlocked, you can use cli_wallet to conduct transactions. You can also use Steemit.com's UI on your wallet page, mainly, to do most of the same transactions you can do with cli_wallet.