Diy Home Sauna . To wire your sauna room for light, you’ll need a light switch and a wire conduit. But there are a couple of things to consider if you want to build your own sauna…. Best DIY Outdoor Sauna Kits from Amazon with Free Delivery Hip2Save from hip2save.com How to build a sauna: This diy sauna was inspired and created with silo staves that were being discarded. Staple the foil vapor barrier to all interior surfaces, ie the wall and ceiling.