First thing before making a wig, you need to choose a weaving cap with a realistic lining, but any type of wig cap will work. Also, you need at least 3 bundles of hair, and a lace closure. Make sure it fits securely on your head. 

Then you need to gather your materials. You will need a Styrofoam wig head to put the wig cap on so you can make the wig correctly. You will need something to put the wig on to keep it standing. You need a weaving cap, hair-sewing thread and needle, as well as scissors, tweezers, foundation that matches your skin, and hair care products for your natural hair before you apply the wig, but you should create a budget on how much you want to spend on creating a wig.  

You should use a measuring tape to find the size of your head so you can adjust your wig cap. Place your weaving cap on the Styrofoam wig head. Use any stitching method to sew around the track of the weave and right through the weaving cap and use one bundle at a time. Create the lace before placing the last 2 bundles. Cut off any uneven hair, and use scissors to create your look.  

Use tweezers to customize your wig by plucking the lace closure to make it look real. Use the foundation makeup to match the closure of the wig to your scalp.

After that try on the wig to make sure it fits, looks right, etc. After that style the wig of your choice but curling, flat ironing or whatever you wish to do.