Write a comedy sketch. This is a brief synopsis of the gag (joke). Include the general setup and punchline in your synopsis. Don't try to write down what you will say verbatim. That will defeat the purpose of the improv. Many comedians get their inspiration from the audience. Your sketch will give you the basic guidelines for the gag, but your audience and the way they react to you will suggest different ways to approach the material.
Practice timing in front of the mirror. Timing is everything in comedy. The way you deliver the material is as important as the material itself. A bad joke can be funny in the hands of a skilled comedian, and vice versa. Great jokes in the hands of someone with no timing can be destroyed. No one can teach you timing. You'll know it when you hear the laughter and applause. In the meantime, practicing in front of the mirror is a good way to work on the delivery of your gags along with the facial expressions that you'll use. Facial expressions can add another humorous dimension to your performance.
Attend an open mic night at a local comedy club. It may also be called amateur night. You won't get paid, though there may be a prize involved. The real reward comes from the time you spend in front of a live audience. There is no better training. Bring your best material, make your best faces, and deliver your lines. You'll either get laughs and applause or boos and hisses, with a few things thrown at you for good measure. Either way, you'll be able to gauge the success of your material and your delivery. Keep at it. With hard work and determination, you can do successful comedy improv.