Sifting is a way to lighten flour that's gotten packed down in a bag during storage and shipping. It's also useful for mixing dry ingredients together and making sure there aren't any stubborn clumps. You don't need a fancy sifter (though they're great fun!), but a few basic kitchen tools you probably already have.
Holding the handle with one hand and tapping the strainer gently with the other, the flour will gradually sift through the strainer. If we're sifting other dry ingredients along with the flour, we'll run them through the strainer a few times to make sure everything is evenly mixed.
If you don't have a strainer handy, you can also mix flour with a wire whisk or a fork. You won't get the flour quite as light as when sifting, but this will work to break up any clumps and fluff up the flour a bit.
What's your method for sifting flour?
Related: What's the Difference? Cake Flour, Pastry Flour, All Purpose Flour, and Bread Flour