Two ways, but importantly, they must be kept cold. Not frozen and not cold and then heated, but kept cool/cold.
The first way is simply to wrap each veg in newspaper or wrapping paper (like a paper cone) and stack the the right way up in a bucket. If it's damp then carrots, and parsnips and turnips might try to grow wee fine white roots, if you keep them too long, but cold and dry and they'll be fine.
Newspaper has the advantage of being cheap or found easily
Sand in a bucket works, but if you can get hold of a bag of peat....and I do mean peat, not the muck that's full of 'recycled post user organic material', and crumble it up into a bucket or a basket or a wooden crate (I know someone who uses fish crates, the modern plastic ones) and just bury the veg in the peat. That works very well indeed and I think better than the sand. I used the same two baskets of peat for years to overwinter veggies in a shed. Everything from spuds to carrots.
Don't do it with onions, they will sprout or go mouldy. Hang them up in the air someplace cool. Let them know it's Winter and they'll go dormant....otherwise, if they sprout use them as green in a stir fry
just cut out the tough sheath bits around the sprouting greens.
atb,
M