In English we use the present (simple or progressive) to indicate the future, or we use the auxiliary verbs "going to" or "will." In Italian, the present tense is sometimes used to express the future, as in the following example.

Dico, ma io vengo anche subito,

I say, but I'll even come right away.

vado a casa, mi cambio e torno!

I'll go home, I'll change, and I'll come back!

Caption 45, L'arte della cucina - I Luoghi del Mondo

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The actual future tense, however, is constructed by conjugating the verb itself. 

If you look at this song title: Cambierà, you might guess that it's a verb in the future tense. The accented vowel at the end gives it away. The verb is cambiare (to change), and we know by its ending, à, that it's in the third person singular, (see conjugation chart for cambiare). but we don't know, without the context, what or who is going to change. Try listening to Cambierà to find out, and see how many future tense verbs you can pick out. Attenzione: not all words with accents at the end are verbs. The second line in Italian ends with verità. It's is preceded by an article, helping us to see that it's a noun.

Here's part of the song:

Di questi tempi si vende

These days you sell

Qualsiasi cosa, anche la verità

Anything, even the truth

Ma non sarà così sempre

But it won't always be like that

Perché tutto cambierà -Cambierà

Because everything will change -It will change

Captions 5-8, Neffa - Cambierà

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For a concise but comprehensive explanation of the Italian future tense, see this article.

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Once you feel somewhat confident, here are some great flashcards and exercises to seriously practice the future tense.

See these Yabla lessons about the future tense. Il tuo italiano migliorerà! (your Italian will improve!)

The Simple Things in Life
Che sarà sarà
The Future is Now (Probably)!