You need to disenchant weapons with the effects you want. Say you want to increase your hp through enchantments. You'd disenchant something that gives a bonus to hp when worn and then apply that to the armor you want to wear. Say the enchantment is on an iron breastplate and you want to put it on your ebony helm. You then select the item, then the enchantment and finally a soul gem. The quality of which determines how strong the enchantment is. Grand is preferred since it gives the full effect but some enchantments, like water breathing, isn't effected by the quality of the soul gem.
EDIT: Oh, and be careful when collecting souls, you could accidentally put a lesser soul in a grand soul gem. Personally hoping there's a mod that prevents this in the future, just for the sake of convenience.
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