You need to hold the left stick (throttle) at all times to keep the machine airborne. The right stick will then be used to move it to any direction you want. The basic four directions are easy to learn; however, once you have mastered these controls, you should move on to experiment with yaw to rotate it in mid-air.
These are the steps to make your first flight successful. With time and practice, you will learn more advanced functions to fly your quadcopter in various patterns and thoroughly enjoy the experience.