If they're flat leaves press them in a phone book. For flowers and other non-flat things you can bury them in a box of sand so they hold their shape while they dry. You can also buy special "flower drying crystals" at most craft stores. It's much more expensive than sand but the flowers will dry much faster.
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Pack them cobalt chloride until they are dry. You can find the stuff in desiccant packets
First hit from typing in "pressing leaves" in the Instructables search box:https://www.instructables.com/id/Pocket-Flower-Press/
You can press leaves in a book, but a flower press is better (the juices of the leaf can stain leaves). You can preserve flowers the same way, but if you want to keep the shape, you need to dry them.
I personally preserve leaves using a book, for roses, I've heard that hanging them upside down prevents loss of color, although they will still wither.