We looked into building one several years ago. They are kinda hard to build and get all the angles correct. I found directions online by googling water wheel plans or something like that.
Thanks Esther, I'm pretty handy in my woodshop and I think if I traced the wheel the size that I want it on posterboard using a pencil on a piece of string for a compass, I could them use it for a template or a pattern. Cedar fence planks are cheap and the arc of the wheel, as much as would fit on one board, could be traced onto the wood and the angle would be there for you. Cutting the angle is easy with a compound miter saw and I have a complete woodshop.
These radius pieces that would make the sides of the wheel could be easily joined with a Kreg tool. Esther, as handy as you are I have to tell you, the Kreg tool is the best thing that I ever bought and I have every piece of woodworking equipment that you could want. It's relativey cheap and it makes amazing joints really simple. You can make picture frames, table tops by joining many boards side by side, repair furniture legs, you name it. If you don't already have one, take a look at the website..
http://www.kregtool.com/index.phpIn the upper right corner of the site is a box that says "What is Kreg joinery?" There is a "go" button that will show it in action and you will be sold.
He shows you how easy it is to build a small bench. Here's a link to that window...
http://www.kregjig.com/kregjig/