You need to add trusted roots for all signatures to Trusted Identities. If all signers chain up to the same root you enter it in the Trusted Identities only once, of course.
How is this initiated?
There are two ways to do that.
1. (Acrobat 11) Edit->Preferences->Signatures->Identities@Trusted Certificates->More...->Trusted Certificates->Import. You need to have the certificate that you want to trust to import it. After you imported it you click "Edit trust" and select the trust level for this certificate. It can be either the top level Certificate Authority ot an Intermediate Certificate Authority. It is up do you to decide who you trust.
2. Open Signature Panel, right click on the signature, in the drop-down list click on Signature Properties. In the Signature Properties dialog click on "Show Signer's Certificate". The brings up "Certificate Viewer" dialog which shows on the right panel the certificate chain. You need to decide which certificate in the chain you want to trust, select it and then click on the "Trust" tab. In the "Trust Settings" panel select the trust level you want.
Usually, if you are not an individual user but rather a part of a larger organization, your IT department or System Administrator sets up the trust and distributes it on all computers.
This is not a simple process mostly because you do not want to trust certificates you know nothing about. They can be counterfit and let malicious code to execute on your computer. You may want to Google it and find documentation that describes the process, both in general and in Acrobat/Reader specifically. Significant education is required to do that properly.