If you are talking in general, then the first thing to do is search the web or in books to find information of how the protocol you want to implement is working.
The waveforms that datasheets have, will help you to understand how to implement it in VHDL/Verilog.
Usually, multi-step protocols are implemented with finite state machines (FSM). It is like the state diagram - every state represents current step of communication protocol. When you receive new data, you just move to another state of FSM and probably send some bytes as a response. This way you can implement quite sophisticated protocols.