While there is no real way to explain a collage (there are so many different ways one could create one, in so many different styles) the easiest way would for you to gather your images and put them into a blank document and go from there:
1) Gather all the pictures you want to collage together;
2) Open them all in photoshop;
3) Create a new Photoshop image to the size you would like;
4) Using the move tool (press the "v" key on your keyboard, or select the black arrow button on the top-right portion of the tool bar) move each photo onto the new blank photoshop image you've just made (copy-paste works just as well, but it isn't necessarily faster); and
5) collage your heart out by either using layer blending modes (multiply, overlay, etc), or use layer masks and such as well as adding various effects to the images if you like.
I'd get into more details, but this message would be too long and more than I care to type.
I'm sure adobe's website may have some mini-tutorials, as well as: