You can stick 'em in soil, I did these about 4 months ago:
Or you can stick 'em in water. That's fun too since you can see what's going on, watch the tiny new rosette form. (Pic after about 3 months.)
For either method, let cut leaves dry at least overnight, (up to a few weeks.) The above leaves were propagated in homage to the conventional wisdom, which says that cultivar leaves will be extremely unlikely to produce a pup with the same variegation. So far, the leaves have proved the wisdom, though one looks kind of albino.
So, if one wants more plant mass with the cultivar variegation, leaf cuttings aren't the way to go, but it sure is fun to do, and to watch what happens.