You don't make the LED itself but you can buy one. If your looking to put a bunch of LEDs together that will use about 4w and can run off mains power then you will need some additional hardware take that AC current and drop it down to a usable voltage and current the LEDs can tolerate.
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Thanks for your kind replyif i have white led 3.3 v 20ma ac power is 220 v can you calculate for me no of led's how many resistor and their value capacitor if required and bridge rectifier.plz mail me on my id if possible email@example.com
This is going to be one of those things that if you don't know its best that you don't try it at all. Working with 220VAC isn't something you step into without knowing what your doing.
I think the easiest thing would be for you to find, and buy, a driver cirucit intended for driving your LED. For example, this converter:http://www.dealextreme.com/p/gu10-1-3w-650-700ma-constant-current-regulated-led-driver-85-265v-input-13552 is intended for driving 1 LED at a constant current of about 0.7A = 700mA. Notice that power (watts) is the product of voltage(volts) and current (amperes). The voltage across a typical white LED is about 3.6 volts, so the power dissipated by such a LED drawing 0.70 amperes of current is: P = I*V = (0.7A)*(3.6V) = 2.5 W