Here is a tutorial to make Fairy Night Light jar. https://www.youtube.com/watch?v=ZMK1jp4v4o8
I'm not sure if you mean how to decorate with them or how to make lights with fairies on them, but there are lots of fairy light posts here:
I think it would be much cheaper to buy a string of lights than to make them.
Hi Donna, I am not sure that you can make them but they are easily found at most stores these days and come on a variety of cords depending on the project you would like to use them for.
here is a good article https://www.countryliving.com/home-design/decorating-ideas/g2794/decorating-ideas-christmas-lights/