It's the same as any other wheel build. Hub, rim, a bit of math or an online calculator, spokes. Add in a bit of time & a truing stand. That's it.
Son hubs are great if money isn't a concern. Shutter Precision is good if you don't mind drop shipping from China at ⅓ to ¼ the cost. I've never been impressed by Shimanos' dynamo offerings, but have never really been disappointed either.
You'll want to get a 6 volt, 3 watt hubs if you have a choice about things. Even with modern LED's that don't draw very much, the extra capacity over lesser offerings leaves precious "head space" at slower speeds or USB charging options available for the future.
Anyone who says they can detect a noticable drag from a hub dynamo is lying. It's imperceptible at best in real world riding.
Go nuts!