How can I build a retaining wall?

Here's how one Hometalker has done it, Linda:

https://www.hometalk.com/diy/outdoor/garden/how-to-build-a-retaining-wall-border-27339973

There is a lot of work in building a true retaining wall. You will need to grade, dig & pour footing, before you lay the blocks. As you lay the block, you add metal ties in the joints so the brick will be held into the block when you lay them. You also need to tie the wall into the ground behind it and put rocks and pipe for drainage.

You will need to do quite a bit of research before tackling a job like this. It's not terribly difficult but if you have water issues you may want to hire someone to do the grading and pipe work to insure it's resolved. If not, the wall will buck out.

Depends on the height of the wall. You may need a building permit depending on height.

Anything built that changes drainage can be problematic. I saw a lovely stacked stone retaining wall near my home push out and collapse after heavy rain. It wasn't more than two foot tall. It had to be completely demolished, the ground releveled, and drainage pipes installed. Freezing and thawing can also cause problems. Are you replacing a wall that's already there? Will this change the ground level? Will it affect surrounding properties? Check with your city or township to investigate any permit requirements.