They're very easy to make. You need to go to said Air Guitar shop, because these usually have all the accessories and parts you need, including, if you go on a Saturday, the airhead who works there at weekends 'cause his uncle owns the place.
You'd need to get specialist air screwdrivers and things, of course, but the shop should be able to sell you these.
Of course, the advantages of amps of this kind, like the guitars, are that they're cheap to build and very light to carry around.