An ORVIS Pro demonstrates setting the hook and fighting the fish in this great tutorial.
Setting the hook and fighting the fish is a bit more nuanced of a fly fishing skill that sometimes get overlooked with a lot of focus going to casting.
While I always say that fly fishing is easier to learn than many people think, hooking up, and keeping a fish on can be a bit tricky for a newcomer. Have a look as Peter Kutzer breaks it down well for trout and warm water fish like bass.
Another great ORVIS video that takes what can seem complex and make it very simple and easy to understand. Keeping the rod low and working from the butt-end of the rod came as a surprise to me at first, but it is very effective, keeps more constant pressure and will bring in those bigger fighters such as bass and browns more effectively.
ORVIS has a ton of videos for fly fishing with their Fly Fishing Learning Center, all taught by masters, in simple and visual classes. The best thing is it is free to registera nd you can view each class at your own time.