Vick it just takes some practice and lots of time(that could have been spent playing guitar ?).
here is a link of a guy building a humbucker and giving some info on how he did it, he worked on a real tight budget with homemade tools, so this one might be a bit crappy, but its worth reading just to get an idea:
http://pluto.spaceports.com/~fishbake/buck/humbuck.htm
But i would recommend a book like this(haven't read it so dont know if its any good):
http://www.stewmac.com/shop/Books,_plans/Electronics/Pickups,_Windings_and_Magnets.html
Search google there is lots of info, also try youtube perhaps?
If your only planning on making about 4 pickups, rather buy pickups then, if you plan on making lots of them and start selling, id say go for it.