Data-independent acquisition (DIA) is a powerful mass spectrometric technique to perform both protein identification and quantification of complex protein samples. Setting up DIA methods on Orbitrap analyzers requires a thorough overview of the actions the Orbitrap mass spectrometers carry out. This Tutorial is written with the intention to give an overview of the important parameters to consider as well as which measurements to carry out to get the most out of your DIA method when setting it up on an Orbitrap mass analyzer. Instead of giving the optimal DIA settings, all steps in the construction and optimization of the DIA method are shown and discussed in a way that allows tailored DIA methods. They key steps are building the spectral library after sample fractionation, deciding upon the number of data points per chromatographic peak, determining the scan times of each mass spectrometric step, constructing various DIA methods using these data, and evaluating their performance. This proposed DIA method development strategy was tested on digested lysates from Pseudomonas aeruginosa and compared with conventional DDA analysis to put the DIA results into perspective.