There are many ways in which to do so effectively, but in very case it is imperative to have something between the cement and yourself. The most commonly used material is cardboard. It’s free from dumpsters, it is light weight/portable, and easily disposable. And it does the job satisfactorily.
It is interesting how sleeping on bare cement can be harmful and more uncomfortable than sleeping on any other type of material… the cold of it will creep into your bones and sap your strength.