Purchase a cursive writing workbook to use with your child. These books show methods which you can use to teach your children cursive.
Begin by having your child trace the letters on the pages to get a feel for how they need to form the letters. Have her trace solid-lined letters first and then dotted-line letters. The workbooks often use arrows to show the child which direction she should move the pen or pencil.
Start by teaching him with the lowercase letters; these are easier to link together and are easier to form. Once he has mastered the lowercase letters, move on to teaching him the uppercase letters.
Use lined paper to to give your child a chance to practice each letter as she learns it. Have her make several rows of each letter so she can become comfortable with the formation of each one.
Give him words using the letters he knows so he can become accustomed to linking the different letters together. Use words suggested in the workbook as well as other common words he is likely to use, such as specific names.
Encourage her to use cursive in all of her writing to maximize the amount of practice she gets.