This is the final result of what we are going to learn in this tuts.
Create a new page by going to File->New or just directly press CTRL+N, Open two pictures that you want to edit and just drag it to the page you just made to put the picture in the same page and rename the the layers to pict1 and pict2 like show below.
Select pict1 layer and then go to Edit->Transform->Warp (shortcut key is CTRL+T then right click Warp) and the result is shown below.
Now for making the curly page just simply drag the down right edge of the pict1 layer like shown below.
For the finale just add the blending options below (to add blending options just go to Layer->Layer Style->Blending Options or just right click the layer you want to apply the blending options then select blending options).