Read anything you can find. It is best to read high-quality, well-written books, magazines or journals, but almost anything you read will introduce new words to you.
Write down new words that you find while reading. Look up the word and write the definition as well. It can also help to practice using the word in a sentence.
Use websites or cell phone applications that offer a word-of-the-day feature. Learn the featured word each day. Follow the same process of writing down the word and definition to help you retain the information.