You turn the stick or yoke in the direction you want to go. The ailerons - control flaps on the outer part of the wings on the trailing edge - rotate opposite one another. When you bank left, the left aileron will rotate up, causing that wing to dip down, and the right aileron will rotate down, causing the right wing to rotate upwards. The opposite occurs when you bank right.
The ailerons steer the plane when one faces up slightly and the other faces down, causing the wind to slow the side of the plane down that the downward facing aileron is on, which causes it to turn in that direction.