You can't make essential oils at home as far as I know, they are steam distilled with special equipment. You can make infusion oils though. Dry the herb, sterilize a jar by boiling it 5-10 mins and letting it air dry. Add the dried herb (the lavender in this case), then fill the jar completely with oil: olive (NOT extra virgin, too strong smelling), or grapeseed oil may work well. Stir gently to remove any air bubbles. Close it up and leave it in the dark for 2-6 weeks, shaking it up every now and then. Then strain it through clean muslin (that thin cotton fabric), maybe add some Vitamin E oil for longevity, and close it up in a glass jar or bottle.