Not what you were expecting to hear? You might find that situation rather boring, but that is exactly the point. Wouldn't you love for your departures and returns to be boring? If your dog struggles with being alone, departures and returns might be anything but boring right now. They might be anxiety filled, frustrating, emotional, and costly.
Many dogs who do not know how to act properly when they are alone resort to destructive behaviors while on their own. Some dogs impale themselves trying to escape, others eliminate on your rug, and others destroy your property. Some dogs do this because of true separation anxiety, but most do it because of boredom and lack of supervision. Your dog simply figured out that shredding your pillow up was a great way to entertain himself and nobody was there to tell him otherwise or to enforce the rules.
Teaching your dog how to be alone is not always a quick process. If you are teaching your dog before he has had the chance to develop any bad habits or separation anxiety, then the process will go much quicker and be much easier. Expect this to take at least two months, and possibly six months or longer if your dog has been struggling with being left alone for a while. Unlike a command such as 'sit', the progress with this will likely be gradual, opposed to instant. Remember to watch for signs of gradual improvement, so that you do not get discouraged while your dog is still learning. Any improvement in this area is worth celebrating and should provide encouragement for continuing the training.
The goals for most of the methods are to teach your dog: how to self-entertain better, how to be more independent, how to remain calm, and how to relax. Your dog also might need more confinement in order to prevent destructiveness and to learn appropriate ways to pass his time. The issue could be anxiety based or boredom based. In either case, Fido would benefit from you providing him with appropriate things to do while you are gone, such as safe food puzzle toys, and food stuffed hollow chew toys.
If your dog already struggles with being alone, and the training is not purely preventative, then you may want to utilize more than one method for teaching him how to be alone. For example, you can teach him how to relax and handle being alone in the crate using 'The Crate Method', while also working on teaching him more independence and self-control using 'The Obedience Method'.
If you are using 'The Obedience Method', then you will also need a long leash, between twenty and fifty feet long. You will also need a resource, such as Wag! Walking's Training Guides page, for how to train obedience commands such as 'stay', 'sit', 'down', 'place', and 'out'. Another good option is a local obedience class that you can attend, where those commands are covered. You might also need an assistant to help you train your dog how to do the distance commands, such as 'down-stay'.
If you are using 'The In and Out Method' then you will also need a camera that will transmit live video feed to your phone, tablet, or other device, as well as a device to view the transmission on. Good options might include: video baby monitors with both a camera monitor and a viewer monitor, video security camera that can be viewed remotely from a smartphone or other portable device, a GoPro and GoPro live viewing application on a smartphone or tablet device, or two tablets or smartphones that can transmit and receive video feed on the mute setting on an application such as Skype or Facetime. You will also need a source of entertainment for your dog while you are away. Good sources of entertainment can include food stuffed hollow chew toys, such as Kongs, durable food filled puzzle toys, and automatic, computerized kibble dispensing machines, that are programmed to reward your dog for quiet and calm behaviors. With all of the methods, you will need patience, perseverance, relaxed body language, and a calm and confident attitude.