To find your PC muscle, start to urinate. Now stop! In mid stream! The muscles that stop the flow of urine (which also pump when you ejaculate) are the muscles to exercise. If you have trouble stopping the flow of urine, you really need these exercises.
Once you've located them, don't exercise them while urinating.
PC clamps: squeeze and release, over and over. Start with "sets" of twenty; build to a hundred or more (I recently did a single set of 500 during a car trip). Do at least 200 PC clamps a day. Every day! For the rest of your life!
Long squeeze: hold PC muscle clamped tight for a count of twenty... or as long as you can.
Stair steps: tighten and loosen in increments.
PC flutter: tighten the PC muscle as slowly as you possibly can. At some point it will "flutter," and you'll feel energy sparkling up your spine. Concentrate on deep, slow breathing while you do this - great for restoring energy when you're running down!