Before teaching your dog to "come" (or it's also called the command "recall"), you need to make sure that your dog knows how to sit and stay. Having those two commands mastered makes it possible to master the recall command. Be sure to start in a safe environment with as little distraction as possible but if you do move to the outside or a distracting environment, be sure to use a long leash. Follow these steps:
Hold a favorite toy or treat in your hand up by your face
Drop the toy or treat to your side so that it is nose level for your dog making them want to come to you (this will eventually become the hand sign for the command)
When they come to you all the way, give them the toy or treat and plenty of praise as a reward
Reset and then start again.