You, and your parents if applicable, need to first apply for a Federal Student Aid ID at https://fsaid.ed.gov/npas/index.htm.
Submit a Free Application for Federal Student Aid (FAFSA) at https://studentaid.gov/h/apply-for-aid/fafsa and include ASU as your school (ASU's school code is 001081).
For a complete list of steps see, visit students.asu.edu/financialaid/apply.