There are vast available literature regarding the extraction of nutrients. But, the procedure varies according to the nutrient has to be extracted.
To extract lipid, colouring pigments and certain secondary metabolites, extraction with organic solvents give a better result. Soxhlet apparatus is most widely used for the same.
Protein could be extracted by Acid-Base digestion and precipitated using alcohol. Ethanol generally used to extract the free sugar as well free amino acids.
KOH is used to extract the soluble proteins.
Fatty acid could be extracted by a combination of organic solvents.
Available minerals could be extracted by di-oionized water.