There is no secret really, you just need to be on top of everything. There will be a small change in rudder force you need to apply with change in power - in most aeroplanes at top of climb as you reduce power expect to add a bit of left rudder / slightly reduce right rudder. Same also as you reduce power further to initiate a descent.
But really, it is a case of doing this additionally to the task of maintaining heading and wings level. And of course as you progress with your flying, all of this will include staying ahead of the navigation, doing any necessary RT, and so-on and so-forth.
I'd recommend spending some time before the lesson repeat sitting with your eyes closed going through all of the actions as taught. Get it practiced over and over again so hopefully it is fairly natural and you are well ahead of the aeroplane when it's costing you money.
G