Making is easy.
1: You make soy milk by soaking the beans, grinding them, simmering, and then strainingstraining,
2: You add a coagulant. Nigari is traditional(aka magnesium chloride) or gypsum or Epson-salt
3: You press out the water using a fine mesh cheese cloth and a mold. I got mine together for $7 online
The reason I made from scratch is for fun. Some people prefer fresh warm tofu so they like to make it. One can make the style of tofu you like from silky custard to firm. The beans store for a long time and are inexpensive (if you can find them).