Say you decided to buy some TIPS from the auction. How do you place your order? It depends on which account you use.
If you are going to buy TIPS in a taxable account, you can buy them from TreasuryDirect. If you want to buy in an IRA, you have to use a brokerage account. You cannot create an IRA with TreasuryDirect.
TreasuryDirect shows how to create an account and place an order in a guided tour. TreasuryDirect requires a minimum purchase of $100 in face value.
In Vanguard Brokerage Service, it's under View and trade bonds or CDs, then Treasury Auction. Vanguard Brokerage Service requires a minimum order of 10 bonds or $10,000 in face value.
In Fidelity, it's under Trade Fixed Income, then Search Inventory, then TIPS (Auction). The minimum order size at Fidelity is 1 bond or $1,000 in face value.
Enter the number of bonds you'd like to buy (1 bond = $1,000 in face value). You cannot specify any price limit because your order will be a non-competitive bid.
The official closing time for the auction is typically 12:00 noon Eastern Time on the auction date. Sometimes the cutoff time is slightly different. Brokerage firms also impose their own cutoff time before Treasury's official closing time to give themselves some time to transmit your order. I suggest that you place your order before 4:00 p.m. Eastern Time on the business day prior to the auction date. That way you know for sure your order will be in.
Next step: read the auction result.