It's not a big deal it's just like a normal book.
I folded a sheet of paper and cut the sheets for the book then I folded all the sheets from the book in two and then I stack them all. I cut a piece of paper and glue it on the fold line of the sheets, next I cut a thicker piece of paper to make the cover. I folded the cover and glue it on the first and last page.
That's all! Study a normal book and you should know how to make one.