Having recently done this myself for an oversized hanging closet door it's actually easy and cheap. (with nice results) I bought 2 sheets of hardboard .115 (@ $8/each) and poplar (or pine) 1 3/8 in 8' lengths. These were $1.80/each and you need 5/door depending on width. Cut 2 of them to the width of the door and the remaining 3 to the desired height of the door (subtracting 2 3/4 since the top and bottom pieces sit are respectively above and below the vertical members) Build the rectangular frame from the 5 pieces of 1 3/8x 1 3/8. I used finish nails and glue for strength and laid them out on the flat floor of the garage. Once they are dried run glue along the face of the frame and lay the hardboard on top (mine overlapped because my door was smaller than 4x8' that the hardboard comes in) Once the glue dries on that side use a router with a straight bit with a roller on the bottom to flush trim the hardboard even with the frame. Flip it over and repeat the glue up and when dry the flush trim. The hardboard has a very fine smooth finish that takes paint well and this makes a lightweight and cheap door that is very strong for it's weight. Depending on the width you may need a 4th vertical as the hardboard is quite thin and you don't want it to sag. My closet doors cost about $26 each + paint and hardware. Hanging hardware for my roller doors was ~$7.00 for 2 rollers on top and a plastic guide for the floor. I couldn't find anything that even came close to that price in a custom size and they look great.
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I would buy some 1/4' birch plywood (2 sheets) and some 3/4" pine boards (1X4). Cut the plywood to the size of the needed door. Rip the pine planks down to 1X2 Build the frame to fit the dimensions of the plywood. Put a brace across the door at 12"-16" for support. With the frame completely assembled, glue the thing together. I would use regular wood glue. You could also use contact cement, but be careful. Pile some books on it and let it sit over night. Sand the edges and you have your door. :)
Get a pre-hung 36" door and modify opening that it fits in. This is by far the easiest, least specialized skills/tools method. Probably the cheapest in the end as well.
You can buy a hollow core door slightly bigger than what you need and cut it down to size. For this, you need a table saw with a smooth-cutting fine-toothed blade. You should have at least 1 1/2" on each side of the door to play with, before cutting away the pre-made supports or cutting into the design. If it's a flat door, you can cut as much off as you need, and then replace the wooden support with a fresh piece of wood that has been planed-to-thickness.
If I were building a door, I wouldn't waste time and money building a hollow-core door, I'd build a solid door out of some nice pine or cedar board (or ordinary 2x6's if I wanted it painted). For that you need planks (planed to thickness), a biscuit joiner, some biscuits, some glue, and a bit of spare time. You cut your planks slightly longer than you need and join them side by side until you have the width you want. Afterwards, trim the ends and one or both sides to get the right size. If you happen to have a router as well, it'd be helpful to cut wide grooves in the door and inlay a couple of strips perpendicularly (for added strength).
Or, if you don't want to spend several hundred dollars on tools or on looking for an over sized door (anything non-standard will cost extra) you need to make a simple frame the size of the opening (or as much of the opening as you want covered) with an extra support across where the door knob is going to be. Then glue it to a thin sheet of plywood that's laying flat-probably on the floor. After the glue dries, cut the extra plywood off. You might want to look into screen door hardware for the door knob, and, since the door is just blocking the view, you don't have to put a second skin on it (back side).
Framing the opening down to a standard size might be an option, as would using some sort of folding closet door.