Siddhis are supernatural powers gained through the practice of Meditation / Dhyana / Raja Yoga.
It is not easy to attain them. You will need to practice meditation for years to attain Siddhis.
Swamy Vivekananda has explained Raja Yoga in Beautiful want. Below is the link to Raja Yoga by Vivekananda on the Ramakrishna Mission Site. It is a very intresting book and must read for people intrested in Meditation.
You can some pdf's versions if you search online.