First, you are going to need some pretty fall leaves. Take a nature walk, bring a basket, and have fun picking out a variety of colors and shapes
Lay down some newspaper or something to protect your work surface from dripping beeswax.
Heat up beeswax until it is clear. Either use a double boiler, or dedicate an old crockpot for the purpose of heating wax. Do not over heat it. Remove from heat immediately if you begin to see it boil or smoke. Do not leave wax unattended if heating.
Holding each leaf by the stem, dip in the leaf and then pull it out and let it hang above the pot until it is finished dripping. This thin coat of beeswax will help preserve the color long after it would naturally turn brown. You only need a thin coat so to dip it once. Over dipping, or dipping it in beeswax that has cooled too much will result in a cloudy look. Try reheating the beeswax if this happens.
For the best results, once the beeswax is dry/cooled, hold the leaf and dip the stem so that the entire leaf is sealed.
Now you have some beautiful preserved leaves. You can string them in a garland using a needle and thread, tie a fishing line to each stem and hang them individually, or simply display them on your mantle. Keep in mind, if you choose to hang them in a window, choose one that does not have very much direct sunlight, and preferably is shady most of the day. Too much light and not even the beeswax will protect the color in the leaves.