First decide if you need Flux at all. I've seen a lot of "React people" talk about first getting all you can out of React-Router, and eventually if your app gets big enough you'll "feel a need" for something like Flux. If you're doing smaller apps as side projects, you may never even need to implement it.

But if you do, step one is read this: https://reactjsnews.com/the-state-of-flux/

Then pick one and just start playing around.