The frequency-following response (FFR) provides enriched information on how acoustic stimuli are processed in the human brain. Based on recent studies, machine learning techniques have demonstrated great utility in modeling human FFRs. This tutorial focuses on the fundamental principles, algorithmic designs, and custom implementations of several supervised models (linear regression, logistic regression, k-nearest neighbors, support vector machines) and an unsupervised model (k-means clustering). Other useful machine learning tools (Markov chains, dimensionality reduction, principal components analysis, nonnegative matrix factorization, and neural networks) are discussed as well. Each model's applicability and its pros and cons are explained. The choice of a suitable model is highly dependent on the research question, FFR recordings, target variables, extracted features, and their data types. To promote understanding, an example project implemented in Python is provided, which demonstrates practical usage of several of the discussed models on a sample dataset of six FFR features and a target response label.