Starting cuttings in water is problematic because if they actually grow roots, the roots are damaged or destroyed when you plant in soil.
But if you really want to, 2 or 3 leafless nodes need to be under water and the water must be changed daily. There is no oxygen in dirty water, so no roots will grow.
Try it in soil. Take a cutting, cut the leaves off the bottom 3 nodes and bury the stems in a pot of soil. Keep it watered.