Learn basic music theory. Get a music theory instruction book that explains how scales, chords and phrasing are constructed. Read it and play the exercises.
Construct the run. Start with the root note. The root note will be the dominant repeating note or phrase of the song. You might also use the third, fifth, seventh or flat seventh of the root.
Write or play the next sequential notes in the run. After the root, incorporate the third or fifth. If you start on the third, fifth, seventh or flat seventh, consider including the root next.
Alternate between notes. Runs are comprised of same note repetition in different octaves. Build the run on the root, third, fifth and seventh or flat seventh playing each in a higher or lower octave. For instance, a simple run can be played starting on the sixth string at the third fret, then fifth string on the second fret, up to the fifth fret, then to the fourth string on the third fret and fifth fret, then to the third string's fourth and seventh fret, making the run G, B, D, F, G, B, D.