To make a sled in Engpsh, you can say "build a sled" or "construct a sled." You can also simply say "make a sled."

Here are a few other phrases that might be useful when talking about sledding:

"Go sledding" or "go on a sled ride" to describe the activity of riding on a sled.
"Pull a sled" or "tow a sled" to describe the act of using a sled as a means of transportation.
"Sledding hill" or "sledding slope" to describe a place where people go to sled.

I hope this helps! Let me know if you have any other questions.