The instructions here will explain how to make a simple wand at the end I will say some of the other things that you can do with your wand to make it prettier or more elaborate.
On the night of a full moon or new moon go out in search of the branch you will use for your wand. Pick the branch so that it is approx. 1 to 2 inches larger than you want your wand to be. It is best to pick your branch when the sap is coarsing through the branches in other words not in the winter although you can pick one in the winter it will just take a lot more energy to charge it. After cutting the branch from the tree make sure you put tar or clear nail polish to protect the tree from parasites. Do a simple ritual with words before you remove the branch thanking the tree and the goddess for giving you this earthly treasure. Now you have two choices either you can leave the bark on the branch or you can remove it with a knife. Some argue there is more power when leaving the bark on I have not found that to be necessarily true however each witch has their own preferences and what we choose is usually because it works best for us individually. No matter which choice you go with you need to let the branch dry for two days at night let it dry in the moonlight to let it soak in the moon's power.
Use a whittling knife to shape your wand the way you want it to look. You can either paint a sealant over the wood and let it sit til dry or move on to the next step. Drill a small hole in the top of the wand and/or in the bottom of the wand...remember this is your wand and if you only want one hole or none then that is fine. Do what feels right. Next get two silver or gold hoop earrings (or one gold and one silver) with the kind of clasp that closes it into a circle put the charms of your choice (preferably gemstones or talismans or something of that nature) on the earrings and then put each of the earrings through the holes. And voila you now have a wand. Also another great thing about having them affixed with the earrings is that depending on the ritual you are having you can change the charms on the wand to make it more effective for the ritual and you do not have to have tons of different wands.
Now for the fancy stuff.
If you have a wood burning toolkit you can inscribe symbols on your wand
With copper wire or silver wire you can attach a crystal or another type of power stone to the top or the middle of your wand(actually you can put it about anywhere)
If you are really talented you can carve symbols or designs onto the wand.
This is just a basic idea of what can be done. Do what feels right for you no matter what it looks like to someone else the fact that you put yourself into the making of it makes it right for you and powerful.