There are basically two different ways you can go about this. You can either build your acoustic guitar completely from scratch or you can purchase a kit. The kit includes all of the parts and instructions needed to complete the guitar. If you are an absolute beginner, with no prior experience at this, you may want to start with a kit. Once you have a little experience under your belt, and you familiarize yourself with the parts and how everything goes together, you can always take a stab at doing everything from scratch. The choice is certainly yours.
Below you will find online tutorials with step by step instructions, videos with step step instructions, books and more. I hope you find these resources helpful. Enjoy building your first acoustic guitar!