How do I make a wand?

Pretty much making a wand is limited by your imagination. I have three - an athame (Well.. not technically a 'wand'), a carved tree branch with a crystal on its end and sometimes I'll use an incense stick.

As to how to use use them - circle casting is the most popular way of using it. Cutting doors in circles once they're up is another way and using it to 'stir' energy, say in a cauldron, is another easy method of using a wand. :)

Good luck to you!