If you are unsure which police force you need to complain about, you can search online at http://www.police.uk.
Alternatively, you can make your initial complaint through the Independent Police Complaints Commission (IPCC). Their website provides details of how to make a complaint. However, if you make your initial complaint via the IPCC you should note that (1) the IPCC refer initial complaints to the relevant police force anyway; and (2) your complaint will generally be dealt with more quickly if you make it directly to the police force.
If you are unhappy with the way your complaint is dealt with by the relevant police force, you may be able to appeal to the IPCC. The process for this depends on the reasons for your appeal.