It's all done with thread.
Start by tying the material (hair or whatever) in the usual way on top of the hook shank. Then take the hair between the fingers and lift it up, away from the shank so that it stands out at 90 degerees. Now make some turns of tying thread behind the hair and it will stand up on its own. Best to practice this with just hair and a bare hookshank at first, its pretty straight-forward once you've done it a few times. You can use almost anything - squirel, deer-hair, bucktail, calftail, hackle fibres or synthetics. Once you've got the upright technique down, you can create winged effects by splitting the hair with figure of eight wraps giving you a wing like you find on the wulff series of flies.
When sight fishing, look over your shoulder from time to time, you never know who's behind you