When you're strength training, breathing technique is important.
As you are working out, you should breathe normally through each exercise and don't hold your breath or huff and puff from too much strain. In addition, follow this simple guideline:
Breathe out (exhale) as you lift, pull or push.
Breathe in (inhale) as you you relax.
For example: If you are doing biceps curls, breathe out as you lift the weight and breathe in as you lower it. It will get easier as you practice.