Stat slow .... 4 steps of collection 4steps free walk
I think you'd be better off googling that Leah - it's detailed, long and theres 1000 different ways people do it. I'd suggest looking into the classical dressage way rather than modern.
But here's a brief way of how I achieve collection.
I start by getting the horse to learn how to listen to my seat; I halt and half halt with my seat. I also use my seat and legs for rein back. And legs for turning and momentum.
Depending on the horse but I usually start in trot, and have a very loose rein on the circle, I ask the horse multiple times, almost every second step to do something, either a rein back, or a half halt. This gets the horse listening and always knowing something will be asked of him, it also gets him thinking up and over his back. I do this is trot and canter too. Always keeping him thinking forward and never letting him fall on his forehand. I want them to rotate their pelvis and push even when going from canter to halt.
After a couple weeks of that I'll then pick up the reins and ask for bend and lift of the neck. Still constantly transitioning through the aids and paces. Then as a general rule that horse will have basic collection and then I apply it to general riding and then I can ask more of him like lateral movements or to ask him to give me more in each gait.
Getting a horse to collect is definitely not something that happens overnight. As most equestrian wish it did, sadly, that's not the case. I'm far from an expert, but I'd start by gathering your reins. You want to lift your inside rein to get the horse to bend. This is crucial for a nice collection. Add inside leg to push horse on the rail. Make sure to guide with your outside rein. If your horse is ignorant give a gentle pull to signal collection. Avoid yanking the reins back and forth (seesawing). I know there a multiple ways to accomplish the same task, but I prefer simplicity, taking the longer road to ensure my horse is happy and healthy, and completing any given task!