
:cross:
In short, your OG is higher by having more "stuff" in it. The only "stuff" that will give you more alcohol, though, are fermentable sugars -- if you put "stuff" that isn't fermentable in it, then both your OG and FG will be higher and the ABV will be the same.
So with beers, that "stuff" is usually your malt extract. Increasing the malt extract -- without changing anything else -- will give you a beer that is stronger, heavier, and sweeter. Typically you would also increase the hops as well, to temper the sweetness, in which case you'd have simply a "bigger" beer: stronger, heavier, more alcoholic.
You can also use various adjuncts to boost the amount of fermentable sugar while keeping a relatively light body to the beer. Simple table sugar will do the job, but for a number of reasons most people recommend against it. I've added non-trivial amounts of honey to a couple of my beers and have had good results with that. In one case, that was with an average-strength beer to give it a lighter body, and in the other case it was to retain a light body while boosting the ABV up to 7% or 8%. Other adjuncts include rice, wheat, etc.
Your best bet if you are just starting out is to just find some recipes for "bigger" beers that sounds appealing to you. If you just say, "I'm going to take this existing recipe, and just dump a bunch of extra sugar in to make it more boozy," you are typically not going to get great results. If you want to tweak your own recipes, you should read about how to do that and probably get some brewing software. But like I say, best bet is to probably just search for pre-existing recipes that are in the ABV range you are after.
