You can make speaker cabinet with MDF or plywoods. Unless you are an accomplished carpenter, I suggest you take help of a carpenter to make them for you.
But, to start you first have to know design types of cabinets for speakers. their design requirement.
In short, if you want to make good sounding speakers, you must read some basics of speaker making design aspects. And you must read about drivers that we put into these cabinets. These drivers, cabinet design (size, internal space etc) has a combined effect on speaker sound.
If you already have drivers with you, you may post their Thielle/Small parameters here and experts can then suggest you better.