The idea behind progessive relaxation (PR) exercises is to eventually be able to automatically release tension from the muscles. A relaxed body then leads to a relaxed mind. When doing PR it is helpful to have good breathing technique and to incorporate stretching or physical activity of some sort, such as walking or yoga.
There are two kinds of PR, passive and active. For active PR one lies or sits comfortabely and establishes a good breathing rhythm. Then they tense and relax muscle groups several times in turn, trying to release the tension more and more each time. Usually it is started at the feet or hands and moves progressively through each muscle group in the body. For passive PR the preparation is the same, but there is no tensing of the muslces, only a releasing of tension and relaxation of each muscle group in turn. People generally find this technique more pleasant and easy to do; though there is some research showing that consistent practice with active PR leads to excellent control over muscle tension in the long run.
Scripts for progressive muscular relaxation can be found all over the internet. However, I have recorded one on youtube here for convenience sake. I wrote the script myself, and it includes no music. I encourage you to find some music you prefer and play it in the background. After the script is over, allow the music to play for some time as you relax into your breathing. When you are ready to finish, begin by wiggling your fingers and toes to bring consciousness back to your body. Then slowly raise your arms above your head and stretch all the muscles along your back in a nice, slow stretch. Afterwards you can raise your body up and return to your day.