There are a few different ways that afghans can be made. The most common way is to crochet or knit them. Afghans can also be made by quilting or weaving.
Crocheted and knitted afghans are usually made with worsted weight yarn. The yarn is first wound into a ball, then the crocheter or knitter starts at one end of the ball and works their way around until they reach the other end. Depending on the size of the afghan, it can take anywhere from a few days to several weeks to complete one.
Quilted afghans are made by stitching together squares of fabric. The squares can be all the same color or pattern, or they can be assorted. Once all the squares are stitched together, a layer of batting is added to the back and the whole thing is quilted together. This method can take longer than crocheting or knitting, but it results in a very sturdy afghan.
Weaving an afghan is similar to weaving a rug. The weaver sets up their loom with warp threads (the lengthwise threads) and weft threads (the crosswise threads). They then weave the weft threads over and under the warp threads, following a pattern as they go. When they reach the end of a row, they turn around and weave back in the opposite direction so that all the rows interlock with each other. Weaving an afghan can take quite awhile, but it results in a very tight, sturdy fabric that will last for many years.