Basic overview of how a wig is made-

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Illustration of how a typical knot is tied-

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Doesn't go into details but add a couple of ventilating needles, a wig block, and some hair, and for under $100 you have all the materials you need. Takes a lot of practice to get tie those tiny little hairs into lace though. You have been warned!

That said, as soon as I get a couple of free days I'm going to actually sit down with it long enough to get fast enough to at least fill in thin spots when I need to. It isn't rocket science but it takes a LOT of practice.