It all starts with PROPER Kegels - emphasized because there is an improper way to do them that can actually make things much worse. When you have mastered that you incorporate that into other general exercises, i.e., engaging the pelvic floor while doing a squat, the doing that with weights, etc. The best suggestion is to see a pelvic floor therapist long before you need to so they can make sure they get done right, then incorporate that knowledge into any exercise where the core gets engaged - thus making it logical to practice pelvic floor too. Even just getting up and sitting down in a chair can be used to engage/disengage until it become second nature.