Search the literature to find the exact model you want. There are hundreds of Sasori puppets and you need to work from pictures of the one you want. You can build a general “Sasori-like” puppet, but many manga experts will immediately question its authenticity.
Build a wire frame of your puppet and the wooden supports to hold up the puppet. You can just build a rough outline of the face and hands, as these will be filled in later. Cover the wire frame with sheets of newspaper wet with glue, allowing each layer to dry before applying a new layer.
Carve the face and hands out of polystyrene foam blocks and sandpaper them smooth. Paint the hands and face. Consult the Manga to make sure you have the colors correct.
Dress the puppet according to the clothes it wears in the Manga. There are also examples of Sasori puppets online. Learn as much as you can about your puppet – the stories will add to the enjoyment of the viewers.