It's actually quite simple. Just get oil-rich peanuts and grind them. If the peanuts you buy aren't oily enough and you get a sticky powder instead of peanut butter, add a little peanut oil. After this, you can add things like salt, spices, etc. to make it taste better.
Here's a link to find a peanut butter machine: Google Search for "peanut butter machine" . There are also a lot of stores that have a peanut butter machine in them, where you can make your own peanut butter from peanuts, and some places do almond and cashew butter too!