Introduce simple changes first (trotting before picking up other lead canter) so the horse gets the idea.
You could then use a small jump or pole on the floor in the middle of the school to ask the horse to change over, this will help them to sort their feet out and know what is being asked of them.
When asking for a flying change really exaggerate switching the asking leg until the horse learns what is being asked of them.
Hey! I suggest start bending the horse in canter to both sides and when you feel him loose and foward go from one circle to another (start counter canter) and ask for the flying change! of course it takes hours training and you have to feel when you can ask for the flying change! If the horse doesn't do it right away, keep counter cantering (keeping the balance) until you feel you can ask again! Hope it helps