You can't really build a bone. However there is a way bones are created. Bones are made when an organism that has a skeleton is created. Bones are made of mostly collagen and calcium. Collagen is a connective tissue. Calcium is an element that makes up bones. If you wondering how to make a model bone there are several ways, the most common being using paper. However you can use clay or plastic as well. I hope I've answered your question.