Simply open Dark Souls 3 and Cheat Engine as well. You can reduce your risk by only playing. The only way to avoid soft bans is by not using Cheat Engine. Whilst there is no VAC (Valve Anti-Cheat) for DS3, using Cheat Engine online (multiplayer) will result in soft bans! Soft bans limit your online play to servers with other soft banned players - these bans are also commonly called shadow bans. After launching Dark Souls 3 and with Cheat Engine now open, click on the Open icon that's directly under file Start Dark Souls 3, and then open Cheat Engine.
If you're playing Dark Souls 3 in fullscreen, I recommend you switch to windowed mode to make things convenient. Start Dark Souls 3 and open up Cheat Engine.