The question is really too vague to answer properly. The strict answer is:
"You make an HTML5 site by writing and linking a number of ascii text files that are in HTML5 format."
...but I doubt that you will find that helpful!!! So what are you really asking?
Are you asking about the tools used? There are so many tools you can use to build a web site, from simple ascii text editors (like Notepad) to full blown content management systems (like WordPress).
Or are you asking where to find tutorials on building web sites? If so the simple answer is: search Google for "HTML5 tutorial".