Once you have solid ground work and lunging done, its actually pretty easy. Start by lunging in your arena. Lunge over a small jump a few times, give him a signal when he gets about a stride away. I say 'up!' when they get about a stride away. Make sure to praise and make a fuss when your horse goes over. I push my jump close to the fence and block with my body language to keep him on the right path over the jump.
Once you've got it pretty good on a lunge line, try free lunging. It can be a bit tiresome until your horse gets the concept but its much easier in the long run. Do the same thing as when you had a lunge line on. Cue the canter and follow, blocking with your body to keep him on the rail. When he gets close to the jump, kiss and give your cue. When he jumps, make a huge fuss. Since doing this with my horse, he went from the horse who HATED jumps to one who will do it just for the praise. The hardest time I have is getting him to stop!
Some people free lunge with a bridle (no reins obviously) and others lunge with a halter. There are even people who free lunge with no halter or bridle. It depends on what you choose to do. I free jump my horse with a halter on, but I would try whichever one you want and see what you like best.
Usually you build a combination of jumps - make sure to get the striding correctly - and a sort of chute leading to it. Then just chase or run him into it and let him go over it. :) You don't really have to teach it. Here are some good videos that show horses being free jumped to give you the idea: