I would recommend you just buy them. They aren't very expensive, I just picked up a dozen coyote snares at a gun show for $16. Unless you are going to be making large numbers it is way cheaper and easier to buy them.

Google The Snare Shop, that is where I order mine from, they have good prices and they are very helpful if you call them with questions. They will send you a catalog and there are snaring tips in the catalog, how to set them, where to set them, loop size etc. Good outfit to do business with.

I like the Amberg style lock for coyote. This is a KILLING lock and it works. If you have pets in the area look at some of the relaxing locks, washer lock for example. If you get a dog by accident all you have to do is let him go with a relaxing lock. Coyotes will chew the cable off a good portion of the time with the relaxing locks however, that is why I don't like them. They are good around pets though.