In the lower left corner of the client, just above the profile picture, you find a toggle switch that lets you go Online or Offline on the phone. To go Online, you simply click on the switch (so that the toggle switch goes from transparant to green):

To go Offline you click the switch again (from green to transparant):

By being Online on the phone, you can always make outgoing calls from the client. In addition, if you want to be able to receive calls, you need to go to the Call tab and join one or more telephone queues. Go to How do I join a queue? to read more about this.

Don't miss that you can connect incoming calls so that you receive them on your mobile phone. Read more on how to it works in the article How do I answer an incoming call?.