I don't think you can make circular needles. When I hear cables in knitting, I think of knitted cables, as in aran sweaters, etc. There are needle sets with interchangeable cables and points to you can have a wide variety available to you.
Every needle has a number, 1,2,3, etc. the mm size is the measurement of that size in millimeters. Sometimes a pattern will give mm size because different countries have different needle size numbers. Newer straight needles have the mm size on the head of the needle, and most knitting books have a conversion chart. I'm sure someone around here knows a site that will list them, also.
I find that I can get the circular needle sizes I want easiest on line, as all stores do not always have them available or in stock.