`how do you build a heat sink.

how do you build or construct a heatsink

There is heat sink compound or adhesive. Any good conductor can act as a heat sink. If you're looking for a motor heat sink, RS sometimes has smaller ones that I'm thinking might fit under some bodies.

Again, be more specific with your questions, are you looking to cool the motor, the FETs, how big you want it, if you want to construct it yourself out of metal, etc...

I'm sure I could go through the whole explanation of making a mold and dumping in metal. I understand you are new here, but try to be more specific and say exactly what you're trying to accomplish. That helps us know how to answer you question.