The hardest part of building with lugs is knowing that you have full penetration of the brazing filler. Bascially you can't know if the frame is safe to ride without sawing it in half to look!
So, the usual way of learning is to have a seasoned teacher hold your hand (sometimes literally) as you braze practice lugs. Your practice joints should be cut up to look at the penetration, and some should be broken in a vise with cheaterbars to learn about strength.
Heaven help you if you don't have the seasoned teacher. Some people have done it without, learning on their own, but lots of those guys have made unsafe frames that break out on the road too.
I have gotten some flak for my negativity on this, like I'm being a "gate-keeper" or trying to scare off newbies. So take it with a grain of salt. But if you want to know for sure your frame is safe to ride, either take a framebuilding course, or as a MINIMUM, braze and destructively test as many joints as you can before making one to ride. Start collecting cheap lugs for practice, any way you can get them.
You can make your own lugs, sort of, with caveats. Assuming you're in the US, Cr-Mo tubing comes in .058" wall, which makes it an OK fit for brass brazing on the next 1/8" smaller size tube. E.g. get 1-1/4" x .058" to fit over a 1-1/8" tube. But as fake lugs for practicing, they're not great because the joint is so much simpler than a real lug, and the tube wall is too thick, so the heating goes more slowly than on a real lug. And the fit is too loose for silver, which needs a tight fit-up for strength. Strength of a silver-brazed joint goes down rapidly for gaps that are larger than a few thousandths. So real lugs are best for learning how to braze lugs. Maybe start with just tube scraps at first, to conserve your supply of practice lugs, but don't make a frame for a person to ride until you've mastered brazing with real lugs.
OK I'm belaboring the point. If there's one take-away, it's "take a framebuilding course!"