To create your own compost bin, or pile, you can make it out of nearly anything. Find some old boards, make a container. Make it out of some chicken wire, or my new favorite thing, wire mesh for concrete. You can get a huge chunk of it at the home improvement store for fairly cheap. Be warned, it is very thick to cut. But the holes are like 6 inches square. Very nice. The main thing you want for your compost is aeration, or room to breath.
It is pretty simple, you just need to layer the pile of things. Green, Brown, Green, Brown. Green things being food and such, brown being land waste.
Make sure and leave out what would attract pests, whether that be bugs, animals, weeds, or humans. Make sure and stir it well so the air can move.
In a perfect world you would have two or three piles. One to add new things to, then when it got full, move that pile to the next one, making sure you stir it well while doing so, to let the the parts that are working mix with those that are not. Then when you have a full pile again, move that to the third pile, where it should be near finished and ready to use in your garden.