Two ways:
Start menu > Control Panel > Hardware and Sound > Power Options > Create a Power Plan > then find the best options for you
Or
Just right click on the start logo and search for "Power Options" and select "Create a Power Plan" on either the left side or below the default power plans
Or you could even modify a default power plan in "Power Options" to your liking.
EDITED: For me I usually change the minimum and maximum CPU load or how long it takes before the PC turns off or sleeps.
Sometimes on my laptop I'll decrease the maximum cpu load to about 75%(custom power saving mode) (which drastically helps with battery life but obviously will slightly decrease performance)
Lower the screen timeout to about 30 mins... or so
You can disable certain stuff like Wifi performance and a few other stuff.