So I just implemented this on my Sitecore environment with a CDN and it's awesome! These are my steps:
The image link above is a screenshot that has the parameters of the rule you need to create in your CDN. By default CustomAccept is what Dianoga calls the custom header. That value is set in your CDN config and you can change it to whatever you want or leave it, doesn't matter. The only thing that matters is that the setting value in your config matches what you target in your CDN rule.
If you have any questions beyond this what really helped me is actually reading the readMe on Dianoga's github page. That should answer the rest of your questions (as well as the article linked above the image link)
IF YOU'RE DOING THIS WITHOUT A CDN MAKE SURE TO DELETE THE MEDIACACHE FOLDER IN APP DATA. Dianoga talks about this in their steps on their github page. Since sitecore pulls from cache, it will pull images already there even if webP works and gets created already. You have to wipe it so that webP is the only thing in there. If you use a CDN you don't have to worry about this and maybe the worst is wiping your CDN cache.
