You need to create a coil that's about 150 to about 162 uH (different sources say it should be different values). To determine how many winds to do you can use an induction calculator like the one here www.crystalradio.net/cal/indcal2.shtml
. I used the green spool from the Radio Shack set of wires and wound it about 133 times around the toilet paper roll (I did this both by working with a calculator and some trial and error, I have no tuning equipment). You probably want to leave a little extra wire in case you need to wind some more to get your antenna tuned right.
After you have your coil you can connect it to your circuit. The schematic is pretty easy. Just connect pin 9 on the Arudino to a 10 K Ohm resistor, then to the base of the transistor. Next you can put your capacitor between the collector and emitter of the transistor. The emitter also needs to be connected to ground. Next connect the coil the the emitter and collector of the transistor.