You can use the internal market. Click on the SBD amount in your wallet. Then click on "Market".

The easiest/quickest thing to do is click on the top sell order and buy the amount of Steem that you want.

Or you can use an external exchange (if they support SBD and Steem).

Or you can use blocktrades to automatically exchange SBD for Steem. I've used them, but I don't know how fair their rates are compared to doing it manually.

After you have the Steem, you have to power it up.