Everyone has their own way of doing it. For Lexi who did her Gold last year, I put her on a longish line which I tethered to a post and let her walk around examining her surroundings etc, then I moved away and called her to me and just when she was getting to the end of the line I said "stop" and gave a flat hand signal (also used for sit), always rewarding her when she stopped and sat down. Having the long line means that they can't do anything but stop when they get to the end of it. I just repeated the exercise in different locations, the kitchen, hallway, garden, out on a walk where there were no distractions etc.
Usually you can use another person to hang on to the long line (I have to use a post as I train on my own).
With Misha & Roly I did it differently in that I would get them to retrieve a thrown ball a number of times, and then when they were anticipating the next ball to be thrown I would pretend to throw it, they would run to get it then stop and look at me (ie, wheres the ball mum?) and I would say stop & stay and then go and reward them. Weird but it worked.
Good luck