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50-100 yards to start.
I would sight in at 200 yards if your range is long enough this would put it about 1.5 inches high at 100 yards and 6.5 inches low at 300 yards if you only have 100 yard range sight it 1.5 inches high at 100 yards
Gary, 200 yards will be your starting point. Hornady has done most of the work for you already. With the ballistics of this particular round a 200yd zero will put you 2" high at 100yds and 8" low at 300yds. I always make a stock chart with the various differences of drop out to the farthest distance I plan to shoot along with the exact scope setting/holdover for those distances. This will make it much easier as long as you can estimate the distance of your target. Hornady Ballistics Chart : https://www.hornady.com/ammunition/rifle/6.5-creedmoor-140-gr-bthp-american-gunner#!/
Zero at 50 yards, fire two rounds consecutively to ensure your trigger squeeze and adjust. After zero best range would be to start with 100 yards. Best practice, write down or make a tick mark on the elevation to make it easier adjusting the range (100, 150, 200 ect.). I believe most scope each tick as you turn and hear a "click" when adjusting is about a quarter inch. Hope this helps.
First things first, bore sight your rifle (it will save you time, ammo, and money) I put my targets on large pizza box tops (so if I'm not hitting the paper target the cardboard top shows my bullet hole & I can adjust from there) start at 50 yds. and shoot a 3 shot string to establish a group make your adjustments on your scope so that you are hitting center of the target (remember that your scope adjustments at 50yds. is 1/8 of an inch per click) when you are happy at 50 yds. move back to 100 yds (your adjustments on your scope will now be 1/4 inch per click) shoot another 3 shot string and make adjustments as needed, you want to be 2 inches high at 100 yds. and that will give you a 200 yd. zero & 8 inches low at 300 yds. Always allow your rifle barrel to cool down, a hot barrel will result in what is called "flyers". Hope this helps.
You didn't say what specific distances you planned to use it for. Typical for a hunting rifle would be 100 yards. I personally like to sight in at 200, but the range I go to only goes to 100 yards.
First thing to do would set up at 25 yards and get it on paper. 3 rounds should give you idea of group size and location. Do your first adjustment then. Send 3 more again check location and make a minor adjustment if required. Unless you are way low go for windage first, if you are high by a inch or two don't worry about it. Then step out to 50>60 yards and repeat should be close, if it is go out to 100 and do your fine tuning. Personally (if the elevation close) I dial my windage in first. Settle back, let the barrel cool and think about the NORMAL hunting range. You have a good platform and optics so "0" will be relatively straight forward. Concentrate on your NORMAL hunting/target range. If you have access to a Lead Sled or similar clamping devise great. Mark the center of the group, secure the rifle (so it won't move) dial your cross hairs to the center of your group. Makes it much quicker to start a good zero. Good luck has worked for me on numerous occasions. 3, 6, 9 rounds shoul