Write the first movement, or Allegro (fast tempo). Follow the ritornello form, which has seven sections. The full orchestra presents themes in the first section, the soloist in the second section, the full orchestra returns in the third section, and so on.
Write the second movement, or Andante (slow tempo).
Write the third movement, or Finale, which is fast tempo.
Write an optional movement -- a minuet or a scherzo -- to insert after the first movement.
Use different themes in each movement, or use similar themes throughout all three or four movements. Classical concertos generally have different themes in each movement, but Franz Liszt began the custom of unifying the entire concerto with similar themes.