The kettlebell pinch primarily trains the tendons in your fingers and muscles of the hand, which are often ignored in general grip training. It allows you to strengthen the tendons in the fingers to efficiently grab the bar when performing big lifts, or the ball in various sports. As a bonus, the KB pinch also boosts your wrist and forearm strength.
It's simple. Just pick up a kettlebell by the body or ball, grip it, and try not to drop it. Make sure you evenly distribute your fingers around the kettlebell so you get a nice firm grip.
Grab a single kettlebell or manageable pair of the kettlebells, hold them at your sides and start walking. Keep your chest out and shoulders back. Once you master the regular walks, add some external resistance like chains to make it tougher.
If you're an experienced lifter, try doing these with a 25-pound kettlebell or higher. But don't force it. Start with a lower weight to be on the safe side. Sure, it'll be easy at first (sort of), but with some practice you can move up to a heavier and thicker kettlebell. That's where the real fun begins.