Yes they are easy to make.
You can buy the rings from any good haberdashery shop. And you can either stiffen the header with that wonder web stuff and then add the rings all you have to do is a bit of measuring to get the position correct. But you can also buy special heading tape for the purpose which will eliminate the measuring part slightly.
I've made some before. You will need special tape and the rings. I got mine from Dunelm but they are available on ebay as well. I found it quite easy, but I've been sewing for a long time!
I might have ago - thanks! I've been sewing for years too, made many curtains, roman blinds, valances but for some reason always thought these looked quite difficult!