Cut up the vegetables, place them in a steamer (like another user said, available at walmart, dollar stores, etc.) over water, steam until soft. Or, you can get microwave steamers--do the same, just follow the directions with the steamer for the microwave. Do NOT add seasonings! When the foods are steamed, you will have to mask or puree them (blender works great) and refrigerate them, warming them before you feed the baby with them. Make sure you know which foods to start at which ages as that is very important to forestall allergies and the like.
PS If you're like me, you may be safer using the microwave steaming method--I would get involved in something else and let the pan boil dry--not a good thing! LOL