It is very easy! You have to register as an Insider and download the Windows Insider app on you Lumia device: more information can be found here.

Windows Insider app

After launching that app you have to choose  (and agree) to be a slow or fast ring insider (I suggest fast one, because actually the more stable … In the future you can change your mind 🙂 ). Then you have to search for new updates and agree to install the last preview build (actually the very stable 10581 build).

PS:

18/11/15 – 10586 build update
Note that just after every new update, possibly some installed apps are in a suspended state (grayed and not available) for some time, waiting for an update. Do not worry: you only have to wait some minutes and they all will become available again 😉