In the old days when there were few cheap copies then people did. There are various instructions on the internet to do so. Nowadays it's as cheap to buy one ready made as it is to buy the ropes and hardware.
Mine cost me £15 second hand including a pad and roller.
Yes, I did. I bought yachting rope and rollers and snap hooks from a yachting supply and copied the length and design from a "real" pessoa owed by a friend. Not very difficult and a lot cheaper
No, but having tried to repair one previously I think the rollers that the lines goes through can be bought through sailing outlets and are not that easy to come by. IMO much too stressful buy a copy one off ebay for about £30, they are just the same Or if you want something that does the same job but takes a 10th of the time to fit try the "Kavalkade HO Lungeing Aid" and it only seems to be available in Germany heres a link to a site: