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How can the White Walkers in Game of Thrones change the dead people/dragon into zombies?
Let us take the example of the dragon that was killed by the leader of the White Walkers and then he turned that dragon into a zombie.
So how did he turn them into White Zombies?
It is never explained how their magic works, in fact we know very little about them as a whole. Firstly it is important to address that there is a difference between the White Walkers and wights. The White Walkers are the icy blue guys who look quite skeletal and are the leaders of the army of the dead. The wights are the undead soldiers and more like the traditional zombie. There is also the Night King who is the leader of them as a whole, a White Walker but has a distinct look about him.
We see wights being raised by the Night King at Hardhome in Season 5 Episode 8, "Hardhome". We don't actually know how this works, only that the Night King raises his arms and all of the dead in the immediate area rise as wights.
Note that all White Walkers, not only the Night King, can create wights.
When you killed the White Walker, almost all the dead that followed it fell. Why?
Maybe he was the one who turned them.
Game of Thrones, Season 7 Episode 6, "Beyond the Wall"
Again it isn't exactly clear how the White Walkers are created but we know that the babies Craster was leaving out for them are turned into White Crawlers. We see this happen in Season 4 Episode 4, "Oathkeeper", here there is some sort of ritual taking place and the Night King touches the baby with his hand turning him. It's not clear if the ritual is needed. Also, it only appears that the Night King can create White Walkers.
We see that the Children of the Forest created the Night King in Season 6 Episode 5, "The Door", when Bran sees it. This happens in a ritual style fashion and Leaf inserts a dragonglass dagger into the chest/heart of a First Man. Leaf then admits it when Bran comes back and tells us of her reasoning.
BRAN: It was you. You made the White Walkers.
LEAF: We were at war. We were being slaughtered. Our sacred trees cut down. We needed to defend ourselves.
BRAN: From whom?
LEAF: From you. From men.
Game of Thrones, Season 6 Episode 5, "The Door"
Vicerion Viserion is turned by the Night King who places a hand on his head, like the babies, and wakes him up from the dead. You can see this at the end of Season 7 Episode 6, "Beyond the Wall".
Clearly, the Night King, when transformed into an anti-human weapon by the Children of the Forest, was imbued with powerful magical powers.
Game of Thrones 6x05 - Bran Learns Who Created the White Walkers
Since the Night King is largely silent, we don't have any incantations (that's we've heard or seen being done), and we also don't see specific, consistent gestures being done to invoke this magic.
We saw that he was able to to raise all of the slaughtered Free Folk at Hardhome with a simple gesture.
YouTube: The Night King raising the dead
We saw that he raised the dead dragon with a mere touch.
YouTube: Game of Thrones - Night King turns Dragon into Wight
The Night King, himself, is a powerful magical creature. From what we've seen, he just needs to focus and exert his will in order to reanimate the dead.
Since the Night King is largely silent, we don't have any incantations GRRM established that the Walkers do have some form of language and we also don't see specific, consistent gestures being done to invoke this magic For raising walkers (not wights), we do often see a circle drawn on the ground (in the first episode, it's made with body parts, but we later also see an actually carved circle where IIRC Craster's child is taken to). For wights, there seems to be no requirements to have a circle/engraving/...