Making a shooting board can be complicated or trivial.
Trivial: Stack two pieces of dense plywood, with the lower one extending outward beneath a good straight edge on the upper one. Attach a straight block to the top at the desired angle (usually 90 or 45 degrees) to the straight edge, extending right up to that edge, to act as a fence. (If in doubt, overshoot the edge a bit and let the first use of the board plane it flush).
You might want to attach another block on the bottom to act as a "bench hook" to hold it stable against the bench edge.
You might want to use a file or handsaw to cut a bit of a kerf at the junction of the two layers of base. This gives sawdust someplace to go rather than being trapped between the plane-guide edge and the plane, and helps keep a build-up there from making your cuts less accurate.
From that minimal solution, you can go upward and become as complicated as you like... better materials, multiple angles, adjustable/replacable fences, ...