A very simple way I made a stitch sample book during City and Guilds some years ago was by making pages, then simply stitching them together down one side, then onto a soft cover that folded over them.
Each stitch type was done on a piece of fabric which was then either sewn to a background piece of roughly appropriate size, or was extended by adding strips. The book was added to over a period of time, and each 'page' was simply sewn to the existing ones when finished. A couple of bits were even sewn in just as they were. I like the rough look of it, its the sort of thing that appeals to me. I can't do neat!