Generally my "homework assignments" come organically in session and are essentially small goals for the following week. If I just reviewed the basics of deep breathing, your homework may be to practice this through the week. If we are discussing communication skills, the assignment is likely to be to use these skills with the appropriate people. Some counselors will assign homework that relates to session topics but are an expansion based on what the therapist thinks will be helpful. They may provide you with their suggested homework during or at the end of session. These may also be practicing skills, taking time to think about a certain prompt, or avoiding a behavior.
Hopefully the concept of having therapy homework makes sense to you. It operates on the same premise as the homework we have all had to do in school - by practicing throughout the week, it supports and expedites the therapy process. If you are only going to therapy once every week or two, there is a long period between appointments that should be used to help your progress. If you only do your thinking and practicing during sessions, progress will be slow and likely unrewarding. If you follow through with homework established in sessions, you can expect to experience stronger and quicker results than only doing work in therapy sessions.
If you are getting assignments from your therapist that you don't feel are helpful, are too easy or hard, or otherwise don't seem beneficial to your treatment -- talk to your therapist! All therapy is dependent on collaboration between client and therapist, and you should feel comfortable asking questions about homework (and techniques in general). Sometimes you may need to push yourself try some homework that you aren't so fond of. Your therapist may have some insight that will truly be beneficial and can only be learned by your follow-through. Keeping a dialogue going about what you feel is helpful, confusing, or detrimental is important to your overall progress and happiness in therapy.