Here's what you'll need:
These are little paper color samples that you can find at the home improvement stores or anywhere that sells paint. I choose these ones by Martha Stewart because 1. they didn't have any writing on them so I wouldn't have to cut them. 2. They had a bunch of different textures and sheen and all of the colors in the display went together perfectly.
I used 3m but you could use pretty much any kind of glue, even stick glue, I guess. The main purpose is to make sure that the glue won't get your papers too wet or they will peel apart. I know this from experience! You also want to make sure that the glue won't leave lumps under the papers after they dry. So yeah, glue.
A Piece of Pressed Board
We got this at Home Depot for around $7. It's 1/4 in. I think. The best part is that they will cut the board to whatever size you need. Plan out your papers in advance and decide how big you want your board to be.
Wood Stain or Wood Finish
Darker is better in my opinion. I used Minwax Wood Finish in dark walnut.
I used Polycrylic water based clear semi-gloss. They also have high gloss and matte. Experiment with what you like. :)
I used matte
You can sand in between layers if you want to but it's not necessary.