I brought in a few cuttings from my tropical milkweed, asclepias curassavica, last fall and later put them in pots. One easy way to double your number of plants is to cut them in two, and put the cuttings in a pot of their own.
The plants prefer wet conditions while rooting so keep everything moist. I like to keep water in my tray.
Make sure you wear gloves – the white sap is toxic and can cause blindness if you rub it in your eyes.