I'm going to urge some caution here. Sentence variety is good. Reading authors who use longer sentences is good. But don't make all your sentences longer solely for the sake of making them longer. Sometimes a short sentence does the trick. In fact, I've even read more literary novels where the majority of the sentences are short.
Of course, this is something that varies by author. Some authors love long sentences. Others don't. Personally, I try to tell my stories in as straightforward a manner as possible. However, I do keep in mind the need to vary sentence structure. If you don't vary sentence structure, it can get very repetitive.
There are a lot of ways to do it, though. For example, you can add phrases to a sentence, even if they don't actually make it a complex or compound sentence. In the previous sentence, for example functioned as such a phrase.
Most of all, though, you should read. Writing a varied sentence structure, one that matches up with what other authors do, comes more naturally the more you read, and the more widely you read.