If you are going to contruct a rock climbing wall. There is a book from the series How To Rock Climb "Building Your Own Climbing Wall" by Ramsay Thomas. I have not used the book myself. If you have other questions about building a wall, go to http://www.rockclimbing.com. They have many people who are climbers, and who are builders to help you out on their message boards. The things I know you would need is holds, bolts, wood, washers, wrenches, but these are just the basics.

But still pretty cool looking.

But yeah to get better at climbing, one key is practice. This will help your technique and your strength.
Key areas to focus on with technique are
Balance – for instance, when you reach up to a hold with your left hand, be pushing up with your right foot and vice versa (or whenever possible anyway). Also keep your weight either central or over the pushing leg, and as close to the wall as possible (on vertical walls. on overhanging walls, you want to have your arms straight at all times, locked off, so you don't use any muscular strength in your arms and shoulders to hold on).
Stepping up techniques – things like rocking over, where you put one of your feet really high, and then use that as a pivot to get up high, or mantelling where your feet have to get the same point as your hands
Efficient use of holds – you don't want to tire yourself out by often having to swap feet and hands, so think about what you're doing as you go along.

With strength there are a few exercises you can do. if you have a campus board, fingerboard, or just chin up bar, one good exercise I've found (especially for leading) is pull up completely so your chin is level with your hands, hold for five seconds then lower slowly, then pull up so your arms are at ninety degrees and hold for five seconds, then lower, then pull up so your arms are slightly bent and hold for five seconds, then gently lower, and repeat.
Another one that may be good is dead hanging, just see how long you can hold on for.
You can do this with increasingly smaller holds to improve your finger strength, but don't rush in cos you don't want to damage your joints and ligaments.

One word on fingers, try not to crimp as much as possible. Crimping is when the top joint of your finger is hyperextended, and the joint goes up (and then down at the next joint). Try and keep your fingers as open as possible (i.e. nice and curved round, like a gentle C, i.e. try not to have your knuckles at the same height as your fingertips). This greatly increases your finger strength, and means when you do have to crimp you have even greater strength (crimping gives you good grip because of the mechanical advantage it gives you, but is bad for the joints). Also when you're slapping for holds just out of reach you always use open fingers so crimp strength is useless there.

Hope a bit of this helps!