Make a recording as an MP3. You will need to have a recording first before you can press it to vinyl. There are several free music recording programs online, and even a lo-fi option available with Windows called Sound Recorder.
Download free sound mixing software such as Audacity. You will need to optimize your recordings if you want it to sound great on vinyl. Low sounds such as bass should be put in the center of the mix to ensure the needle on the record player doesn't skip.
Find a service such as Custom Records that will take your recordings and make a one off vinly record and mail it to you.
Buy a machine called a dub plate if you want to make your own vinyl records. These are expensive machines that typically cost between $5,000 and $1,000, and are available from online retailers such as Vestax. They allow you to record songs on to blank vinyl LPs.