Lido supports the Metamask browser extension and the Wallet Connect protocol to connect your wallet.
To connect Metamask, visit the widget page and press Connect Wallet. When shown wallet options, choose Metamask and, if prompted, input your Metamask password and confirm connection.
The whole process for mobile wallets using Wallet Connect protocol is as follows:
Log in with your wallet.
Find a 'Scan QR' button somewhere in your wallet app.
Scan the QR on the screen.
Confirm connection in wallets interface