How to make Plywood from veneers.
Most commercially available (search on Ebay, etc) wood veneer, is 0.6mm thick, or thereabouts. This is far too thin and fragile to use as book covers on its own, so it needs to be laminated together. As you would expect, exactly like paper, a single sheet of veneer has distinct grain. It bends very easily in one direction (along the grain), but not so easily in the other (across the grain).
Because of these flexing properties, you must laminate adjacent sheets at 90 degrees to each other. ie, if using 3 sheets, the 2 outer sheets should have the grain running 'north - south', with the middle of the sandwich having its grain running 'east - west'.
For my covers, I laminated 3 pieces of veneer, to produce a board approx 1.8mm thick. For bigger boards, more laminations will be required, but always use an odd number of pieces, eg, 3, 5 or 7 pieces, and always alternate the grain direction. Different colour veneers will also be attractive.
The theory is no different to pasting paper onto a cardboard cover for a book, you need to paste paper on both sides, to allow shrinkage / warping of either side to cancel each other out.
I use ordinary pva glue, well spread, and once protected by waxed paper, pressed in my book press until dry.
Timber finishing generally is a huge subject, but this is what i did.
Once dry, trim the boards to size with a knife. Using a very fine sandpaper, sand the faces, and edges of the board. I then applied Boiled Linseed oil sparingly to each side (again, both sides need to be oiled, to avoid distortion in the boards) with a cotton cloth. Rub the oil well in, and buff thoroughly. Ideally, leave for 24 hrs, and repeat the process. Numerous coats build up to produce a wonderful soft sheen.
But, and its a big but, ensure the oil is thoughly dry before taking them anywhere near your paper, as any excess oil will leach into the paper. To ensure this didn't happen, I wrapped the boards in kitchen tissue, and pressed again in the press for 24 hours. My theory is that the pressing will ensure any leaching goes into the tissue. Once you're happy they are dry, you can use the boards.