You might know this as breaking the lug nuts. Whatever you call it, find the end of the wrench that fits the lug nuts on your vehicle, and fit it onto the first nut. Apply all your weight to the bar on the left. This starts turning the nut counterclockwise, which loosens it. Don‘t remove the lug nuts completely;just get them loose enough to remove by hand after you jack up the vehicle. A hollow pipe and a cross-shaft wrench can loosen the tightest lug nuts.
If you have alloy wheels that are held on by lug nuts with delicate finishes, the delicate aluminum or chrome-plated lug nuts need careful handling. They should never be loosened or replaced with power tools that can scratch the delicate finish.