For now, the blades are made by others. I then take the blades and make the handles for them out of various woods, then glue them to the tang of the blade, and clamp them. Then I final-sand them to shape by hand, then finish them, usually with tung oil.
One can put pins through the handle and tang, brass or steel usually- but these are actually more decorative, than serving any real function-most of the time. I find though, that doing so, weakens the wood around the areas where they are drilled through.
Over time, when or if a knife handle breaks or loosens, it's usually at -or around- where they are drilled for the pins.
I have one on the bench now, actually, that someone asked me to replace the handles for -because this had happened to their original handles.