To start building your own monster, first, you must slay scarecrows and mummies that roam the lands. Once you've collected a head, torso and legs, craft yourself a Frankenstein's table and place the body parts within the table. Awaken your new pet monster and control it by pressing "P".
The monster will follow your orders without question. It'll follow you around the map, defend you if attacked and help slay foes you wish to attack.
If you're having trouble accessing the pet menu or already have a key bound to "P" then use the following console command: bind X +pets or open the in-game controls menu.