If you have had a keeper league on Sleeper last season, and have transitioned it over to this season, your team owners can set their keepers any time before the draft.
If you did not have a keeper league on Sleeper last season, please read "Moving a keeper league to Sleeper from another platform."
On the league homepage, there will be a list of teams and you'll see an option to set keepers like this:
After that, simply select your keepers, up to the maximum amount allowed.
Once you set a Keeper, nobody will be able to draft your that player. You can also modify your selection(s) up until your draft begins.
By default, your keepers do not cause you to lose any draft pick, but that is for your league and commish to decide.