Newsletter sign up form on wordpress
Essentially you want to display a form on your wordpress that takes in the personal details (name, email address) of your subscriber.  these details will be fed into the civicrm on your wordpress and where the civimail module will pick up to send the newsletter to.

In quicksteps:
1. Create Profile (under Admin)
2. Select the fields required for this profile, these are fields that will appear in the subscription form
3. Expose the profile in the wordpress page (refer How do I expose CiviCRM forms in WordPress?)

You can refer to this website on setting up the form on wordpress in details:
https://docs.civicrm.org/sysadmin/en/latest/integration/wordpress/forms/