In order to create the gel holders, you will need to determine the size of the gel holder you need. There are many different sizes of theatrical lighting, all of which require a different size gel holder. Your best bet is to measure the light fixture to determine the size of the gel holder you need. Conversely, if you have gels which are already cut to the right size, you can use these as a template for the size.
Building the gel holder is actually pretty easy. You will be making these out of plexiglass, which will provide you with a strong material and let the light through the gel. The size of the plexiglass you use is vitally important for a few reasons. First, the plexiglass will need to fit in place in the light itself. It will also need to be thin enough to let enough light through to not affect its brightness or color. The best thickness of plexiglass to use is one which is 1/8 to 1/16-inch thick. This size will also be easier to work with when it is time for the construction to begin.
The gel holder will be made out of plexiglass which is folded on itself. The interior of the plexiglass will hold the gel and the entire apparatus will slide into place in the light. Once you have the measurements of the gel holder, cut a piece of plexiglass as wide as you need and slightly longer than twice the length of the holder. Use a heat strip and bend the plexiglass in the center so that it folds in half. A heat strip is a resistive heater in a long strip which can heat up to a temperature of 900 degrees. This will help melt the plexiglass so it can be folded over. Once the plexiglass has been folded, let it cool before attempting to place gels in it. Gels will melt in excess temperature and a melted gel will ruin the holder you made. After the holder cools, place the gel in the holder and place the holder in the light to test it.