The main answer is ‘carefully, but it depends on quite a few factors. How kinky is she is a key one.
You might want to start a shared secret tumblr account to put some ‘safe’ content in that has occasional chastity posts for example. Or perhaps you could be playing and introduce some orgasm denial into that (search female orgasm denial too, it’s a big kink with lots of good stuff on Tumblr for ideas). So that you come at it from a denial perspective, hopefully find that turns you both on, and then a cage is a natural progression.
Or you could try buying some toys together from somewhere like Lovehoney, even browsing them together when horny is a lot of fun. Then say, ‘I saw something I thought might be fun… what do you think of this?’ and open the chastity devices page.
Then if she doesn’t freak out… ‘Actually, honestly I worry I masturbate too much and I thought messing around with one of these might be hot AND help with that. Apparently it has all kinds of benefits for you…’
Then maybe point her to my blog and… be careful what you wish for! 😛