How do you make an underwater glider?

If you're talking about a DPV (diver tug), you could probably make one using an electric trolling motor and a battery. The speed control would need to be waterproofed and you'd need to build the housing for it all.

Another option is a manta - it's like an underwater wake board that's pulled by a boat. The diver hangs on and 'flies' it underwater.