To make a coax cable is very simple as long as you have the right ends for the type of coax cable you are using. You should also have a tool kit that contains a wire stripper and the correct coaxial crimper for the ends that you are using.
First take the wire stripper and strip the end of the cable. The wire stripper will strip one section all the way to the core wire and strip the rest to the ground mesh. Fold the ground mesh back over top the outer jacket. Now put the end over the wire making sure the core is seen coming through the center of the end and make sure the end goes over the ground mesh. Once you have the end in place use your crimper to crimp the end and you are done.
One very important note: Never use cable tv coax in a computer network, it will cause you a lot of headaches.
Proskit supplies coaxial cable crimpers that will help you in making coax cables.