How do you make your own transformer?

Usually the power provider will conned the wires to the transformer.

If your house if fed over head, your service will attached to an insulated attachment point on the house or service mast.

Then they will pass through the meter, and then into the main breaker in your electrical panel.

If your house is fed underground the service wire will be burred underground and enter the electrical meter from the bottom

If you can elaborate a little more I can give you a more precise answer