technique is pretty simple, use a tripod, focus on your near point, then gradually move focus to infinity (or far point of there is no infinity). Don't actually try to focus the other points, just move focus slightly manually in what you think would be small enough increments. To many increments/slices are better than too few. If doing macro or very close objects you may find you need a lot of extremely small shifts to get everything in focus.
Usually I use a fairly shallow depth of field, around f/8. if I'm focus stacking I might as well avoid diffraction and shoot a few more focus points instead of shooting f/16.
As far as assembling, you can do it in photoshop, but Helicon Focus or Zerene Stacker are much more flexible and do a much better job.
There are dozens of youtube videos that go through the process. ( i think I even did one once). Search there and you'll probably find some useful ones.