First you have to have Arbitrum network added in your Metamask wallet. Then you have to bridge funds to Arbitrum. I like using Multichain for my bridging. Once the funds are bridged to Arbitrum you can purchase GLP directly on GMX.io using any of the crypto assets (I used USDC).

Once you have purchased GLP, if you want to vault it on Plutus, you visit plutusdao.io and vault it there. Hope this helps!