Bay leaves come from the Bay Laurel Tree, which originates in the Mediterranean.  Bay is a finicky ornamental tree that is difficult to propagate and will only survive in certain climates that have mild winters, such as California or the deep south.  It is not an herb that most of us in harsh winter regions can grow in our gardens, but it can be successfully grown indoors if given the proper conditions. It is most likely to succeed if purchased from a nursery, but it can also be started from seed (difficult because the seeds tend to mold over the 4 weeks or more it takes to germinate), or cuttings from fresh, green shoots (which take 6-9 months to root).  The leaves are highly pungent, with a woody flavor, and have a slightly minty aroma.  Bay leaves can be bitter if not used sparingly, so take heed.  

Bay leaves are usually used whole, and then removed after the dish has been cooked, as the leaf edges are sharp and can stick in the throat.  Bay can generally be used in any dish containing a liquid.  It is a well-known flavoring for soups, stews, and tomato sauces, and  adds flavor to shellfish boils, pickling brines, stuffings, marinades, and game.    

Bay is only hardy to about freezing, or 32 degrees, but might make it through the winter if situated in an area sheltered from the coldest winds.  The plant should be mulched heavily, and if it does lose all its leaves, should be cut back to about 6 inches in hopes that sprouts will appear in spring. Likewise, in spring mulch again to keep the roots cool and evenly moist.  For potted plants, provide a roomy container and good potting mix, and allow the plant to summer outside with regular watering.  Once freezing weather sets in, take indoors and place near a sunny window in a cool room, and water sparingly for best results.