Plug the printer into your computer with the Micro USB cable.

Open Simplify3D (or another printer control software). Connect to the CR-10. Make sure that you have the highest baud rate selected so that it can communicate with the printer.

Double check that you can jog the printer from your computer. Then move the nozzle away from bed.

Re-attach the HotEnd sock.

In the printer control tab (Ctrl + P in Simplify3D) go to the communication tab and enter the following line of Gcode to start the PID tuning: M303 C3 E0 S220 U

The printer should automatically heat up to around 220 and tune it's internal parameters so that it can maintain a constant temperature while printing.

Once it's done (it starts cooling down all the way), store the new PID settings by going to Menu → Control → Store Settings. The printer will beep to let you know they're saved.

If you have mounted your active cooling fan you should turn it on while PID tuning to give an even more realistic printing environment to do the PID tune. If you forget you can always re-tune it by following these steps again.