It's not possible to connect a hardware wallet to an existing wallet. This means you need to generate a new wallet with the hardware device and move your funds to the new wallet.
To create a wallet with your Ledger or Trezor device, go to My wallets > Add new wallet > Connect to hardware wallet > Cardano > Ledger (or Trezor) Hardware Wallet > Standard wallet and follow the prerequisites to successfully connect your device.
Once your new wallet is set up, you can copy its address in the Receive tab, open your original wallet and send ADA to this address. You will need to delegate your funds again from the new wallet.
You will still be getting rewards for 2 more epochs to your old wallet so make sure to leave some ADA to be able to withdraw them. After the 2 epochs, you can withdraw your rewards, undelegate (deregister your staking key) and move the remaining ADA to your new wallet.