Just keep them away from moisture and sunlight.
The plastic wrap they usually come in usually breaks apart easily and, because it is heat-sealed, it doesn't have a good aesthetic.
If you value them and you want them to last long, you'd want to store them in an enclosed space, there's tons of ways to do this like buying a comic storage box, impoarting a doujinshi storage box from japan or just shoving them in any kind of box.
You also need to consider covering or bagging, you can also buy comic bags or import doujinshi-sized ones from japan.
Some people add cardboard sheets inside the bags, to prevent warping.
I store my doujin in doujinshi tote boxes from Toranoana at 700 jpy each box and place each doujins inside a doujin-size bag (B5), you can get a set of 100 bags for only 400 jpy on Suruga-ya.