Some believe burning-in is very real, others feel it's a myth. It makes sense that something with physical properties like a speaker cone could get a little softer with exercise. I haven't done testing with other products, like amplifiers, to form an opinion.
If you decide you want to try it, it's easy: play music on them. If noise isn't an issue, have them play full-range music moderately loud for a day or two or three.
Speakers will "burn-in" naturally through use. Making it an intentional process may speed up any change, but you'll get there eventually anyway.
