Most airlines have frequent flyer programs that accrue miles you can redeem for tickets. If you’re a little short of miles for your ticket you can buy miles directly from the airline. You can also buy and sell miles through an online broker; a process that violates the policy of most airlines but is not illegal. (unless you’re in Utah)
Buying legitimate miles from airlines is the best way if you only need a few to bump you over the threshold for a free flight. The cost varies by airline; right now Delta miles are selling for 3.5 cents/mile and American Airlines can vary from 2.5 to 2.75 cents/mile.
If you want to buy from an online broker you’ll need to provide your contact information, preferred travel dates, service class, (business, first, etc.) airline, and the price you’re willing to pay per mile. If the broker finds a seller at your agreed price you pay the broker and the seller releases the frequent flyer miles to your account. This should look like a simple miles transfer from the airline’s point of view, but if the airline catches you buying miles from a broker they may confiscate your ticket, cancel your reservation, and zero out the miles in both accounts.
Selling works the same way, but in reverse. If you’re interested in either you can find the brokers by searching for the term “mileage broker”. Many people like to cut out the broker and sell unused miles directly to coworkers, friends, and family members.