This short video explains how to pronounce a th sound in English. It explains how to position your mouth and how to breath correctly.
Watching this video isn't enough. Now you need a lot of practice!
Here are few example words that you can practice saying - think, these, together, thin
If you want to listen to and repeat a long list of 'th' words, download the app Spoken. Go to the Playlists tab and choose the playlist called 'Words with a th sound'. You'll hear 'th' words with a gap after each one where you can repeat it.