Imagine your ideal PhD supervisor. Probably, you want someone who is interested in your work and is proactive in keeping up with what you do. You want someone who will not only guide you, but also shape the way you think about research. And finally, you probably want someone who will help you to see beyond your PhD and share experience and wisdom that will shape your career.
There are people who naturally do this. I was lucky enough to have an amazing PhD supervisor and another great boss when I did my first postdoctoral research project. However, the boss is only one half of the equation and what you get out of the relationship also depends on your approach and attitude.
If you go into your supervision just looking for approval and guidance, maybe you'll get it. But to get the most out of your PhD supervision, you can't just think about your own work; you also have to be interested in theirs.
Read what they've published. Read their PhD thesis. Be interested. Ask them a few questions. Not only does this help you understand they way they approach research and how they think, it's also one of the best ways to get them interested in you and your work.
You can take this idea a step further, being interested not only in their research, but in them and their career path. You can ask them why they did a PhD, how they made career choices, why they moved from one kind of research to another… This takes the relationship beyond supervision or guidance and into mentorship.
From their point of view, instead of seeing someone who just wants to know what to do to next in order to get the certificate, they see someone who is interested in the path they've taken; someone who wants to follow in their footsteps and learn from their experience. If this is the kind of student you would want as a supervisor, this is the kind of student you should strive to become.
See Also
Talk to people
I can't contact my PhD supervisor until I have something to show
Who you work with is just as important as what you do
Read your supervisor's writing