There is a setting in the backend for activating the checkout.

You will find the configuration under: System -> Configuration -> OneStepCheckout -> General -> Activate OneStepCheckout

After turning it on, links to checkout in your store should automatically change to OneStepCheckout

'''NB:''' If there are some links in your store that isn't updated when activating OneStepCheckout, it means there is a hardcoded link to the default Magento checkout somewhere in that template. By enabling the Translate inline tool, you can figure out which template is showing the incorrect link. Find that template, and replace any of the following: <?php echo $this->getUrl('checkout/onepage'); ?>

or

<?php echo $this->getUrl('checkout'); ?>

with

<?php echo $this->getUrl('onestepcheckout', array('_secure'=>true)); ?>

After making that change, the template should link to OneStepCheckout instead.