What are the dimensions of the space you have available? You may want to checkout Pinterest for ideas. Once you have an idea, then you can plan out construction for the size space you have

Here are a couple I have done in two different homes. Here is a larger one. Here is a smaller one.

https://www.hometalk.com/6975850/homemade-oil-plug-in-refill

Homemade Oil Plug-In Refill

Here are some great ideas! https://www.hometalk.com/search/posts?filter=home%20gym

Start with choosing what type floor you want and work up from there. Do you want mirrors on some of the walls? will any machines need to be placed near electrical outlets? Do you need to install any hardware from the ceiling or door jams? Work on the room itself first then add workout pieces and equipment as you go, when you can afford it. Good luck :)