EU elections in England, Wales and Scotland are held on a party list basis, which means you only get to vote for a party, not individual candidates.
All you have to do is cross a box on the ballot paper next to the name of the political party you want to win. You can't express a second preference. Then stick your ballot in the ballot box.
For the purposes of European Parliament elections the UK is split into 12 large constituencies, all of which have multiple MEPs: London, South East England, South West England, East of England, West Midlands, North West England, North East England, Yorkshire and the Humber, East Midlands, Northern Ireland, Scotland, Wales.
Votes are counted across each region and then divided using a complicated system called the D'Hondt method which attempts to allocate MEPs to individual parties on a fair basis within your region.