Slide finger up from the bottom of the phone, this will open control center. Tap the icon on the top right that is a padlock with a circle around it. The circle is technically an arrow but you'll see what I mean. This should be the same for all iPhones and this method was added via ios 7 and remains the same in ios 8.
You will know when rotation lock is set to on when there the padlock inside a circle icon up by the battery symbol at the top right of the screen.