Wait until the coin has graduated on Pump.fun. A coin that is still bonding is refused. Then follow the normal import steps on the Solana chain and paste the coin's mint address.
If you want to claim the coin as its owner, you will need the wallet Pump.fun recorded as the creator. Pump.fun may have created a separate wallet for you when you signed up, which can differ from the Phantom or Solflare wallet you normally use. The import page has a Got a Pump.fun token? guide with the official export and import steps.