Sign up for an account, and submit your Tier 2. Tier 2 profile includes first and last name, date of birth, address, and form of government ID. You can read about our data privacy here: https://www.unchained-capital.com/privacy/
Once your account has been approved, you can create your client-controlled vault. We recommend using two different hardware wallets for your keys to protect your vault. You will need to upload two extended public keys (xpubs) for your client-controlled vault before you can create it.
We have Youtube videos that can walk you through uploading a key with a Trezor or Ledger device, as well as creating a client-controlled vault. These videos can be found on our Support page or on Youtube. Here is a video on how to set up a client-controlled vault: https://www.youtube.com/watch?v=cOZfTP2z-IY