Welcome to Shop Talk.
Filling out your profile will help is a lot. Knowing your age, location, occupation, and hobbies helps us give better answers.
The stickys have a lot of info on making a knife and places to get steel and HT . The Count will likely show up soon with his Standard Reply for Newbies. It has a ton of info the help you get started.
The basic method to get started in making a knife is:
Draw a design and post it here. The members here will help you refine it until you are ready to cut it out in steel.
Select the desired steel and other materials.
Cut out the pattern and shape it into a knife shape. This is the biggest part of the work. .
Get it hardened by heat treating the blades properly for the steel type used.
Sand the blade to its final smoothness and details.
Add the handle and other fittings.
Finish and sharpen the knife.
This all takes time and effort, but the result can be a great knife you made yourself.