Here is a tutorial on how to make a page curl in photoshop:
1. Open a photo or use a document that you have finished.
I will be using this:

2. Using the pen tool, create a triangle shape on one of the corners of your image. It may help to zoom in. Holding Shift will help in making straight lines.

3. Select the contents of the Triangle layer by ctrl+clicking the preview in the layers palette. Select the layer of your photo or document that you are adding the curl to and press delete. This removes the area of the page that will be "curled." If your layer is locked, you will need to duplicate it and hide the original. Deselect
4. With the triangle layer selected, go to the Edit menu. Go to transform (path) and flip both vertically and horizontally. You may wish to zoom into the edge of the triangle and ensure that it is lined up with the deleted edge of the picture.

5. Go into the layer effects for the triangle. Create a gradient overlay with these settings:


NOTE: The angle will need to be adjusted based on the corner you are using. If your image is not rotated, use angles in increments of 15 degrees. If it is rotated, you will have to experiment.

6. Still in the effects window, you need to add a drop shadow. Use the settings below:

Again, this will be an area where you need to experiment.
7. Rasterize the triangle if you haven't already done so. Do this by right clicking the layer in the Layer Palette and clicking Rasterize Layer.
8. You may notice that the shadow may be going into the transparent area. To avoid this, select the contents of the image. With the triangle layer selected in the Layers Palette and the image still with "marching ants" add a mask to the triangle layer. The image will be deselected and the selection will turn into a mask.

You may choose to leave the image like this now. If you want to add some more detail, continue:
Details
Adding a curve to the curl
Using the elliptical marquee tool, make a selection at the top of the curl (or whatever side you would like) It may help to zoom in.

With the curl layer selected, press delete.

Image Border
If you are doing this to a picture, you may wish to add a white border to make it look more realistic.
Using the layer effects for the picture, add a stroke with these settings:


Coloring the curl
If you are using a document that is a solid color, you may with to change the color of the curl to match. Use the color overlay effect on the curl to do so. I have found that the Linear Light or Color mode works well.

Continue to experiment. You may wish to rotate your image like the one above to add realism.
I would include the PSD but it is too large to attach
Tanshin