You should start with blank White canvas, and you should make a selection for a page in the book:

Now you need to distort this to look more like a page out of a book, by curving the middle. Right-click the selection and after that you can choose Make Work Path.. Then you should choose the Pen tool, Add Anchor Point:

You can zoom in and then you can add an anchor point at the top left, like you can see it below :

Now you need to hold Ctrl and after that drag the anchor up a little:

Now you need to do the same to the bottom:

Now you should go to the Paths window (Window > Paths) and right-click the Work Path, and you should choose Make Selection. You should now have a selection of our Path:

Now you need to open up the Layer Styles by either double-clicking the layer or right-clicking it and choosing Blending Options. Now you need to choose a Drop Shadow, and after that reduce the Opacity to 45%, Distance to 3 and Size to 5.

Now right-click this layer and Duplicate it. You need to adjust the Layer Style of this new layer – you should make the Drop Shadow Distance 1 and the Size also 1. Now you should choose the Move tool and after that you should hit the Left key twice, and the Up key once. Repeat this process for the number of pages you want. Here you can see 3 pages:

Shift-click all the page layers you created to select them al (in the Layers window) and then right-click one of them and you should choose Duplicate Layers. Shift-click all the duplicate layers and then you should do Edit > Transform > Flip Horizontal, then move them to the other side of the canvas. Also you need to modify the Layer styles - edit each one and uncheck the Use Global Light option under Drop Shadow, and after that change the angle from 120 to 60.

Now you need to Ctrl-click the layer of the top page on the left, and Shift-Ctrl-click the layer of the top page on the right, and you have a selection like this:

Now you need to create a new layer and after that you should move it to the top of all the other layers. On this layer, you should draw a 1px Gray line down the middle of the book. If you want to make it exact, you should choose the Move tool and use the toolbar alignment to align to center:

You should go Filter > Blur > Gaussian Blur the line slightly (around 0.5px).
Next, you need to create another new layer beneath this one and still with the selection of the two top pages, after that you should get a large soft brush of gray and paint down the center:

Now you can alter the opacity of either of these layers to get the right blend. Also you should consider adding a background. Enjoy the result!