Dream-chaining or "chaining dreams" is where you re-enter your dream right after you've woken up during a dream. It can work for both lucid and non-lucid dreams, but you want to enter your dream lucidly!
When you wake up during a dream (if you don't remember a dream, it might not work well), stay still and keep your eyes closed. Small movements are okay, but the less moving, sensory stimulation, and less time awake, the better. It should feel less like you just woke up, and more like you're just taking a 30 second break from dreaming. First close your eyes and visualize yourself back in the dream.
Maintain the fact that you are dreaming, stay as aware as you can, or you can easily lose your lucidity while falling asleep. Once in the dream, stimulate your senses as soon as you can.