Yep, you need to allow the leaves to dry for several hours to form a callous. Then stick each leaf upright in a well-drained type of potting mix. Poohdaddy is correct - out of direct sunlight and don't over water. Don't let the soil stay too wet or the leaves will rot before they form a new plant.
After that you have to wait...
wait...
:sad:
and wait...
for about a year or so.