On the right side of the window, you will see the list of people currently on this session.
In a voice direct session, only one person can speak at a time. Click on the Hand icon to request the microphone.
The microphone will circulate on a first-come, first-served basis (unless your instructor controls it). When you see the microphone next to your name, you can start speaking. Other participants will hear your voice on the headphones. Click when you are done, and the microphone will go to the next person on the list.