The Power button. Just push it past the on position.

First slide will tell you which device's are connected.

Subsequent slides will cycle through the device's in what appears to be most recently connected order. Subsequent slides cycle to the next device and when you hear the name you want, stop.

Once device is connected, you can cycle again to select a second device.

Also, since two devices can be connected at once, the device you least recently connected to will be disconnected.

It's super intuitive once you get the hang of it.

I wanted to know myself, so I just checked the guide on the iOS app which actually tells you this. The slider on right ear piece which is also used to turn the headset on/off. A short held slide to the right apparently switches connected devices, while a long held slide opens it for pairing.