First, you need to look for a healthy young bay plant. You can get them from your local nursery. Or you can cut a branch from an already matured tree.
Now that you've got a healthy stem, you can remember that you need the plants close to each other so you can braid perfectly. Then, plant them in this same pot, or within lose contact with themselves.
The next step is to remove the leaves from the plants, you can use clippers to remove leaves and pluck off any other smaller ones growing.
Now, you can easily braid close stems together. Braid stems that are pliable, whose stems are sappy. Braid stems loosely. This may not fit in properly at first but with time it will lap beautifully.
After braiding, use a rope or any alternatives to tie around the neck of the plant to avoid loosening. Cut off extra ropes and trim off the uneven growth of the shoots.