Locate metal. You can purchase it from companies that sell aluminum and steel products, or find abandoned metals in scrap yards or other sites.
Assemble the pieces. There should be an aesthetic relationship between the pieces so that the final product will have integrity and not have the appearance of a hodgepodge of metal pieces put together.
Weld metal pieces together. Use tack welding to make sure the pieces fit securely, then make a longer weld across two seams. For a polished look, use a metal grinder on the surface.