Two ways: fold one out of a single sheet of paper in about ten minutes, or build it on screen and print as many as you like.
A zine is a small self-published booklet. There is no minimum quality, no gatekeeper and no format police. The one rule worth keeping is scope: a zine is short, so it should be about one thing.
Page 1 is the cover. Page 2 is a short intro. Pages 3–6 carry the content, roughly one idea per page. Page 7 is something lighter. Page 8 is the back cover with your name and the date.
Ordinary 80–100gsm copier paper folds best. Keep 10mm clear of every edge. Print one and fold it before running fifty.
Building it on screen keeps the format and fixes the costs of handmade: you get magazine typography, a PDF laid out one page per sheet, and a link you can send. Making it is free; the clean print-quality PDF is a one-off $2.99.