I never used the stencil buffer for anything until now, but I want to change this. I have an idea of how it should work: the gpu discards or keeps rasterized pixels before the pixel shader based on the stencil buffer value on the given position and some stencil operation.

What I don't know is how would I mark a pixel in the stencil buffer with a specific value. For example I draw my scene and want to mark everything which is drawn with a specific material (this material could be looked up from a texture so ideally I should mark the pixel in the pixel shader), so that later when I do some post processing on my scene I would only do it on the marked pixels. I didn't find anything on the internet besides how to set up a stencil buffer and explaining the different stencil operations. I was expecting to find some System-Value semantics like SV_Depth to write to in the pixel shader (because the stencil buffer shares the same resource with the depth buffer in D3D11), but there is no such thing on MSDN. So how should I do this?
If I am misunderstanding something please help me clear that up.