Hello and welcome to the forums. This is a great question and there is a simple answer and a complex one. The simple answer is that you don't have to do anything. If you shoot a photo then you automatically own the copyright.
The more complex answer is that specific copyright laws are different in different countries. Most of the agency require that you shoot the photo which would generally mean you own the copyright (or your company owns the photo, etc.) but your legal ability to go after copyright infringes would dependon your country and the country of whomever stole the photograph.
There are some good things to keep in mind as far as defending your copyright. If you shoot in RAW, always keep this version as proof of the photo. Often metadata about the date/time and other information in the photo would be good to prove ownership.
I have never had my copyright contested, but I know that others have. Just keep everything that you do and make backups of original files.