The process of making modern sliced veneer is a complex one and you can spend a lot of time researching it, however the bottom line seems to be that wet, hot wood is easier to slice than dry cold wood. This can cause considerable problems in the veneer as it cools and dries. In straight grained woods it is frequently not bad but too often in figured woods and burls where the grain is going everywhere the dry veneer that arrives in your shop looks like these pieces of Carpathian Elm burl.
There are various flattening and softening solutions on the market and there are recipes online for making your own but they really aren't necessary and they do add impurities to your veneer that don't have to be there. What follows is my preferred method. It works for me and should for you too.
1) Spray the veneer both sides with a mist of water. It needn't be soaking wet. Just a nice misting will do. Leave it long enough to soak in a little.
2) Next, layer your pieces between sheets of newsprint. Veneer, three or four layers of paper, veneer, paper, etc. Make sure there is paper top and bottom.
3) Heat up a couple of metal cauls. I'm using 1/8" aluminium plates here but any metal will work as long as it is thick enough to be stiff. When I built my press I built in a place for two cheap barbecues. They make very quick work of heating cauls. You can use hotplates or even the elements on your stove as well but you want to get the cauls very hot. Water drops will "dance" on the plate when it reaches boiling temp (220F) so that is an indication but hotter is better. Stay below 400 and you won't burn the veneer or the paper. (Remember Ray Bradbury's book Farenheit 451? ... the burning point of book paper)
In this photo the paper covered veneer stack is on the press and two cauls are on the heaters.
4) Put on your welders gloves and place the veneer stack between the cauls. I press them in my veneer press but you can use wooden cauls and clamps if you don't have one. Increase the pressure slowly until the screws (or clamps) are nice and tight and leave them until the metal cauls are cool.
5) Remove them from the press. They will be quite pliable and look like this although they may not be perfectly dry yet.
If there is substantial moisture remaining, just replace the paper with some dry sheets and re-press. The pieces should be kept under pressure until they are used to prevent them from going back to their former shape.
Just a word about veneer presses....
I prefer mechanical presses over vacuum bags. It is a personal preference but the ability to use hot cauls is a big factor in my choice. As I stated above you can do this procedure just fine with wooden cauls and clamps but if you are going to get into veneering, especially if your projects are to be less than table top size, I strongly suggest that you make yourself a good mechanical press. There are lots of shop built examples to be found online and in the woodworking forums, some employing screws and some hydraulic jacks. They will all work but if you want one like mine have a look in my projects. There are two to choose from.