To connect your Coinbase Web3 Wallet, first, ensure both your Coinbase account and Web3 Wallet are open. Then, navigate to your Coinbase account settings or wallet management section. Look for an option to connect a Web3 wallet or add a new wallet. Click on it and follow prompts to scan a QR code or input a specific address. In your Web3 Wallet, find the option to connect to an external service or add a new wallet. Follow prompts to scan the QR code or input the address provided by Coinbase. Once connected, you'll seamlessly interact with decentralized applications and cryptocurrencies.