Invest in a good dictionary and thesaurus. A dictionary will provide you with accurate definitions for any unfamiliar words and a thesaurus will tell you what words are similar to or opposite from each other. A thesaurus is helpful because it can also provide you with an understanding of how a word is used, not just how it is defined. For example both "aroma" and "odor" mean "smell" but "aroma" is generally used to describe pleasant smells ("the aroma of baking bread") whereas "odor" is most often used to describe unpleasant smells ("the odor of rotting food").
Read as much as possible. This is probably the single most important way to improve your English vocabulary. It does not matter what you read as much as it matters how much you read. Try to read for at least one half to one hour a day. Choose books, magazines, and newspapers that interest you. Write down any word you do not understand. You can read printed material or online material.
Keep a word journal. Using the words you have marked and your dictionary, write down all of the words that you did not understand and then look them up and write down the definitions. Next, use the thesaurus to find similar words to understand how each word is used. Finally, write a sentence using the new vocabulary word. Set a specific goal of learning 5-10 new words a day and review your word journal.
Play word games. Crossword puzzles, word searches, and board games such as Scrabble and Boggle are excellent ways to learn new words and improve your English vocabulary. Many of these activities are available in newspapers as well as online. There are also free electronic versions of these board games.