READ! Reading is one of the most effective ways of increasing your vocabulary. While you are reading, highlight or underline the words you don't understand and look them up in a dictionary. Write them down, and go back to them over the week using them in writing and speaking. The more you practice, the better you get!

I agree with AngOst that reading is very effective for building up vocabulary. However, I don't think that it's necessary to look up every single unknown word because it would slow down the reading process too much and it wouldn't be as enjoyable. I think it is far more practical to look up only the recurring unknown words that you keep running into. Now for my own advice, I suggest you look into a spaced repetition flashcard program such as Anki. Those are immensely helpful for really consolidating new vocabulary because they schedule your reviews based on the forgetting curve. I also suggest learning short phrases rather than individual words. This is because learning is much more efficient when there is a context provided, and you also learn how to use the word. That's all! Best of luck on your journey to polyglottery!

Speaking hard for me, because I'm very unsociable.