In the same manner as you would in Windows or OS X. You press the Shift key, and hold while pressing the key between the 0 and the + in the standard typing section.
On the most common keyboards (qwerty) an underscore is created by pressing the shift button in combination with the "-" (minus) key. Example of underscore: _
open querty keyboard and hit the "globe"/sym button on bottom left. this brings up symbol screen. continue to hit the arrow right or left until you find the underscore key.