Obtain the schematics for the pedal you wish to build. It is possible to obtain the schematics for famous commercial pedals to build your own clone or to obtain schematics for other effective pedal setups and modify the components to create a customized pedal.
Analyze the schematics and list the components needed (if a list is not already included). This will require a fair level of familiarity with electronics supplies and schematic reading. Obtain the necessary components by purchasing or scavenging them.
Lay out all the components in front of you and look at the pedal casing. Determine where the important components will go, such as the jacks, the potentiometers/knobs, the switch(es), the PCB board and the battery. Drill holes in the casing as necessary for these components. Finish or paint the casing if desired -- one common technique is to apply a layer of primer and then a layer of auto paint to the pedal casing.
Install the battery compartment, which will likely be located in the bottom for easy access. Mount the integrated circuit or PCB board and solder the battery compartment leads to the positive and negative charge leads in the integrated circuit as indicated in the schematics.
Install any potentiometers and knobs, jacks, LEDs, or switches, making sure to mount them firmly to the casing. Solder these components to the PCB or integrated circuit as instructed by the schematics. Solder any additional electronic components to the circuit as well, such as resistors, capacitors and diodes; take care to follow the schematics at every point. Make sure that all necessary electronic components are properly connected before proceeding to the next step.
Screw or bolt the casing closed and mount any rocking pedal components. Mount the knobs on the potentiometers. Place a battery into the battery compartment and test the pedal with a live guitar/amp setup. You may choose to open the case and rearrange or modify electronic components to customize the sound qualities of the pedal or troubleshoot electronic problems.