How do I set up Anynet+ (HDMI-CEC) to control external devices with my TV remote?

Go to Menu > Settings > All Settings > Connection > External Device Manager > Anynet+ (HDMI-CEC) and set it to On. Then connect an HDMI-CEC-compliant device to the TV via HDMI cable and turn on the connected external device; it will automatically connect to the TV. Note that Anynet+ (HDMI-CEC) can control up to 12 compliant external devices (up to 3 of the same type) except for home theatres, and only one home theatre system. (Page 32)

From the official Samsung TV manual, page 32

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