This is all pretty much copied from page 9 of the manual, which can be found in full here.

In a nutshell:

  1. Turn on the bar. (light is green)
  2. Press and hold the learn button for about two seconds. (light blinks orange)
  3. Press the button on the bar that you want to program. (light goes solid orange)
  4. Hold your remote one or two feet away from the bar and tap (don’t hold) the button on the remote 4-8 times at a rate of once per second until the the light blinks green. As you tap the button on your remote once per second the orange light on the unit will blink once. (light now becomes solid green).
  5. Rinse and repeat.