Get a breadboard, opamp, some resistors/capacitors and wires. Read the data sheet for the opamp to connect it correctly (connect V+ and V- to +/- 15 V power supplies). Feed in a saw tooth wave and look at the output with an oscilloscope (you won't see anything interesting with a constant voltage for input). If you need a reference for understanding the principles that make it work, use The Art of Electronics 2nd or 3rd ed.