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It is very common to find tutorials about making page curls. Many of those tutorials are great, but the final effect is very unrealistic, not because of the quality of the tutorial, but due to the 3d nature of the effect. If you feel the urge of creating 3d paper effects, I suggest you to take a look at the superb PageCurl Pro plugin from AVBros to take care of all your 3d paper effects needs.
Creases and folds, instead, are more subtle. They can be created only with clever shading and little or no retouching at all. They look intimidating, but as soon as you realize how to create basic creases, you will be able to move on to more complex projects.
For this tutorial, I will choose one paper background from my collection of High Resolution Paper Backgrounds. At that page, you will be able to download a free high resolution version of the texture used for this tutorial.
Download the base psd file to start working side by side with this tutorial.
As you can see, this paper texture lies flat on the background. And it will remain like that. We will create the illusion of relief using proper shading techniques. No transformation will be applied to the texture or shape of the page.
The paper we will create will have two folds marks (creases). To simulate these creases, we are going to create a special gradient with the gradient tool. Go to EDIT > PRESETS MANAGER. From the pulldown menu select GRADIENTS. At this point, you can choose to click the LOAD button and load the already created gradient, or just click on any gradient swatch and create the gradient yourself. The image below shows how to create this gradient. Even if you decide to load the gradient, take a look at the instructions to create the gradient to understand the theory behind this effect. This will let you create different gradients for different fold effects. 
In this example I chose a light gray color. It can be black or any other gray value, but since the effect has to be subtle, it is better to start with a light gray and then adjust the transparency. As you can see, the chosen gray is applied on both the beginning and end of the gradient.
Now, we will add opacity (transparency) to the gradient. The opacity swatches will be of 100% (black swatch) and 0% (white swatch) and they will be applied in each third of the gradient length. This way, the folds will be distributed evenly.
Take a look at each third of the gradient and you will see that there is a small gap of 1% between each stop. This gap will create a tiny smooth transition that will add more realism to the effect.
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