There are two locations where you can build your lightsaber:
* Savi's Workshop - Handbuilt Lightsabers: This is a more immersive experience where you choose parts and assemble your own lightsaber with the help of a "Gatherer" who tells you about the history of lightsabers. It's a limited-capacity, ticketed experience.
* Droid Depot: You can build your own droid, but you can also purchase a pre-made lightsaber here.
Both locations are located in Star Wars: Galaxy's Edge, which is themed after the Black Spire Outpost on the planet Batuu.