If you really want to make your own copper, then you'll either have to buy or mine some copper ore. Then you have to find a way to heat it to about 1400K, extract the impurities and cast it into a rod. Then you'll have to 'pull' that rod to lengthen it so much that it becomes a wire.
If you managed to do that, then you'll have to get some plastic or rubber. It's easiest to find some thermoplastic garbage and melt that. Then just basically pour it on the wire to fully encase it in plastic. The quality of recycled plastic isn't that good, but it may still be better than anything you could make yourself.
But before you even attempt this, keep in mind that you could buy a lot of wire with the cost you'd have to put in all resources, machinery and energy/fuel needed to make your own wire, and chances are big that your wire will not be very strong and reliable.
In short: it's much better to either buy wires or pull them out of old/broken electronic devices. Especially big ones, like computers or washing machines, since big devices usually have lots of wires while small devices like calculators often have none at all.