first you need a digital wallet, you can register one for free at blockchain.info. it's like paypal
then you find somewhere that you can buy bitcoins from. coinbase ...where ever. your wallet has it's own unique address looks something like this : 1845wWq8158teAsJzbeDPJsQzLtdkfhcxZ
when you purchase the btc , they will ask where to send them, give them your wallet address. make transaction , bitcoins are in your digital wallet.
got to poker site that accepts bitcons, they will ask you how much you want to deposit , then they give you an address where to send it. open your wallet on blockchain, put in poker sites
address, transfer funds
this is what the transfer funds page looks like on blockchain
had to do multiple post because my # of characters per post is limited