You build them. First you plan, then you implement the plan, then you learn from the experience. Then you start all over again. The quicker you can move through this loop, the quicker you turn the things in your head into things in reality.
At first, the main thing you are building is your own understandings. As you learn lessons, eventually your creations will start to stick around. Then you start telling people about them. At first they won’t understand, so you have to work on your ability to communicate why it is that your creations are cool / important. Then they’ll start listening and boom, you have an audience.
Eventually you start asking your audience to support your creations. You’ll get a little money at the start, but as you work on it, you’ll get more. Eventually you’ll have enough to quit your job and create full time.
Personally, I prefer having a job. Steady income is nothing to sneeze at, and a career has its own fulfilling qualities. But some people are just wired for a creator’s lifestyle. If that’s you, then you’ll only ever be really happy following this path.