Just take a section, stick it into a large (like, gallon or multiple-gallon) pot of damp potting mix, don't let it dry out and keep it out of the wind/sun til it roots.
Truthfully you have probably missed the easiest window for rooting them, as I've had best luck BEFORE they start to leaf out -- but with care and enough cuttings you should be able to get some to 'take'. IME you can't usually get a willow twig to grow from its leader bud, though (even if there is a leader bud *on* the section you use), usually it wants to go off in several side branches and then you have to pick the best one and remove the others.
Willow twigs can also be rooted in water on a non-sunny kitchen windowsill -- in fact, come to think of it, for already leafed-out branches I may have had more success THIS way than with potting them up -- BUT do not let the roots grow more than an inch long or so before potting them, or the plant will make the transition to potted life poorly or not at all IME.
Good luck, have fun,
Pat