Papazian, in The New Complete Joy of Home Brewing, explains how to make one. You need two food-grade buckets and an electric drill. The bucket with the faucet looks suspiciously like your bottling bucket. If you haven't been using a wort chiller, you need to make or buy one. You need access to a grain mill.
Most homebrew shops have one available for customer use.
You've decided on a recipe. Put your brewpot on the stove and add water. Turn the stove on and heat to 130-140 degrees Fahrenheit. Shut off the heat and add crushed grain. We're shooting for a temperature between 122 and 132 F. Continuous heat isn't necessary.