Study stand-up comedians and their work. Go to comedy clubs and see how comedians interact with the crowd and how they respond to slow audiences. Watch stand-up comedy DVDs and listen to stand-up CDs to hear what the best in the business are getting paid for.
Develop your own material. Write down funny things you think of at any time. Carry a notebook everywhere in case inspiration strikes. When you think of something funny or a funny thing happens, think of how you could make it funny for other people.
Practice your comedy in front of your friends and family, then try to practice in front of other people you don't know. Go to open mic nights where people can perform on stage. Even if there aren't comedy clubs in your area, some bars or restaurants have talent or open mic nights where you can practice. Experiment with different material and routines, working on timing, delivery and stage persona.
Make a video of your routines and send it to comedy clubs along with your contact information asking them to review your material. Give them information for how to book or contact you at their club. Of course, you may get noticed by performing at comedy clubs and get invited to perform elsewhere, but it never hurts to publicize yourself.