Heather....Lots of material....wood, vinyl, tin .. You can build from scratch or by sections already constructed. What is your question exactly about one?
Check with city/county codes, some say a fence goes on the lot line, others put it a few inches off the lot line. Drive around your neighborhood and see what others have done...if anything. Wood will break down over time. Chain link with strapping woven through it seemed to last longer
Heather: this link may help