What you do is to set the lens to the same approximate setting on the lens.
So, if the pointer on the rangefinder is 1/3 between 6 and 8 feet, for example, I'll set the lens 1/3 of the way between 6 and 8 on the lens. Just make your best estimate and let the depth of focus of the lens handle any small errors.
Of course, it's very important that the rangefinder be accurate.
Here's what I mean. I probably would have set the lens a bit closer to "8" in this example.