There are many ways you could build one of these, this is just one way to get you started.
Build one! You won't be sorry.
Step 1: Get a bike
Strip all the unneeded parts off the bike. Namely, brakes, wheels and chain.
Look for a removable link in your chain to make your life easier. If there is none, then use a chain tool to push out a rivet. Or just chop it, whatever works.