Some of the common methods of binding booklets and other multi-page documents include:

Perfect binding: Gluing the outside edges of the pages together to create a flat edge.
Saddle-stitch binding: Using staples along the folds of the pages to bind them together.
Spiral binding: Wires in a spiral form threaded through punched holes along the binding edge of the papers. This method allows the document to lay flat when open.
Plastic comb binding: Similar to spiral binding but using a tubular plastic piece with teeth that fit through rectangular holes punched into the binding edge.