Navigate to an opportunity record and click Edit. Change the Stage and click Save, as shown in the following screenshot:

Upon clicking Save, a new Opportunity Field History record is automatically created as specified in the Process Builder.

The new record contains values for the Opportunity ID, the prior value of the opportunity sales stage (Needs Analysis in this example record), and the new value of the opportunity sales stage (Value Proposition in this example record), as shown in the following screenshot: