How to start using them
It is possible to notice natural awakenings by setting alarms, ideally at a time which is a multiple of 90 minutes from when you go to sleep to allow for the 90 minute phases - 4.5 hours, 6 hours, or anything around there that works best. However, it's better long term to recognise the natural awakenings that we already have, rather than trying to create new ones. To do this, we can generate intent; the topic of the next segment.
What are intentions?
We use the mental function of intent all the time in day to day life, for example, when we intend to buy milk at the shops. Usually we use external reminders for our intentions, such as a shopping list, but the simple memory used for intent is known as prospective memory - remembering what you intended to do in the past.
How they are used for dreaming
Intending to lucid dream is key in any practice - you probably have that intent reading this now. The more intent, the better, and the technique MILD takes advantage of this by generating intent to lucid dreaming using mnemonic devices. Intent can also be used to recall dreams, notice awakenings, and a lot more.
How do we set intentions?
The first important question here is simply, are intents "set"? The word implies that it's a one-off action, instead of a scale, and that there was no intent before the setting. The term is up for debate, as are many. An alternative term is generating intent.
For how to generate intent, see Skyfall's intention setting guide previously linked and the resources channel. The cornerstones of intent are willpower and association.