how To bind an Apple ID to your OS X user account

Go to System Preferences > Users & Groups > [the user you wish to affect] > Password [tab on top]

Check the box labelled "Allow user to reset password using Apple ID"

If you are asking how to use the same password for iCloud and for OS X, go to the same place in System Preferences and click "Change Password". You will be offered this option if you're signed in to iCloud.