Use a painter's pole for your boom.
For the wind jammer / dead cat, I've read that long fur fabrics (like you'd make a stuffed animal's hair out of) works, and I believe that's all Redheads are.
Inside the blimp, you'll need something to act as a shock mount or every tiny movement will be transferred into the microphone. The purpose of the blimp is to create a bubble of still air, or as close to it as possible, without reducing the incoming sound, as well as protecting your mic from bumps and small amounts of rain. The handle is there to allow you to hold the blimp in your hand and aim it like a pistol (thus, pistol grip), giving you more control of your mic.
There's usually a shotgun mic inside of them (to be frank, if you didn't know that, I think you're putting the cart miles ahead of your horse), but I'm sure people have used other mics as well (small diaphragm condensers come to mind).