While there are many ways of building your own storm shelter, one way is constructing an above-ground safe room bolted to a concrete floor. Construct the room using two layers of 3/4-inch plywood, with the grain of one layer perpendicular to the second, and a layer of 14-gauge steel.
Build this storm shelter using stud-wall construction that is independent of the remainder of the home framing. For added strength, use two studs you attach to each other with 10-penny nails in the place of each stud for normal construction. Attach the plywood and steel sheeting using self-tapping screws at 6-inch intervals along each stud, header and footer of the safe room.
For above-grade buildings, such as modular or mobile homes, build the shelter outside on a concrete slab, add a roof, and cover the walls with siding. If possible, place the steel sheeting on the outside of the studs, which allows the installation of electrical outlets inside the shelter.
Provide access to the shelter through a steel exterior door and steel door frame. Install the door using heavy-duty steel hinges, and add three deadbolt locks to secure it against flying debris.
After attaching the plywood and metal to the studs, attach the drywall with screws to the exterior of an indoor safe room. Finish the drywall using normal construction techniques.