As long as you have a male and a female, it should be easy. The female will carry pink eggs on its stomach when it is pregnant. When you see this, you should put the pregnant shrimp in a separate tank with some plants or rocks so that they can hide. Once the shrimp are born, you should take the mother out of the tank, so that it is just the babies. At this time you should feed the babies brine shrimp.
Getting the babies shouldn't be a problem, but raising them is. They're just so small, they're almost impossible to feed. You may have more success just letting them breed away in the tank, and letting the babies find their own food and see if any survive.
Most ghost shrimp are brackish water critters, though there are a few Freshwater species. If you have pregnant females, they carry the eggs until they hatch, but the fry will likely need brackish water to survive.
As long as a male and a female are in the same tank, breeding shouldn't be too tough. One of mine is preggo now and will hopefully soon have her babies. Don't have brackish water, though-thanks for the advice.