Honestly? You can't.
I've been lucid dreaming a long time, but I rarely ever let myself fully lucid dream. A half-state at best. The reason being that when you're dreaming, you don't realize it's a dream because parts of your mind are dormant. When you realize it's a dream and you start trying to exert control over it, you are waking them up and then you yourself wake up quickly.
Direct control isn't really a thing, but you can influence dreams more subtly. Half-lucid dreaming, what I do, lets me recognize the dream is a dream and from then on I have access to my "programs." Over the course of many dreams I have linked an action to an ability, to the point where activation is entirely subconscious. There are three programs in particular that I make use of:
1. Flight -- The action of crouching and jumping up like I'm breaking free of some bind. Once airborne I can mentally guide myself how I please.
2. Ignorance -- Some explanation. This is what I use to evade injury and death in a dream. I ignore the danger and it goes right through me or disappears entirely. Standing in a hail of bullets, breathing underwater, flying through space, they're all components of this. The action is mostly just, well, ignoring whatever is trying to do me in.
3. Telekinesis -- A very minor form of control, since again I'm not trying to engage those parts of my mind and wake up. I extend my hand and something flies to it or i push something away. Depending on how deep I'm asleep, which I can determine by the vividness and complexity of the dream, I can do things like command energy, manipulate elements, etc.
Of course, even half-lucid is still not a foolproof thing. All it takes is one try too hard and you're getting yanked out back into reality. The less you actively resist a dream, the longer you can stay inside it. Sit back, enjoy the ride, maybe take a few turns off the beaten path, but don't hit the brakes even if something bad happens.
It's just a dream.