As an example, back when I did it, I simply typed in calliopes-pen.livejournal.com and calliopes-pen.insanejournal.com.
Once you’ve done that, older comments that you made that were imported from both Livejournal and Insanejournal immediately become linked to your Dreamwidth account. So calliopes-pen.insanejournal.com becomes calliopes_pen in whatever journal, and goes straight here when clicked on. A user icon will then appear beside it, just as it once did wherever the comment originated.
(Expect it to take a while longer to import your journals, too, if you haven’t seen that update already. It’s still going quite admirably as it tries to bring over big_damn_quests. As of this moment, it’s 1614 others waiting in the queue, after a day. I’m amused, more than anything. I’m just glad the site hasn’t broken from the strain.)