Yes, creating custom maps can greatly enhance your gaming experience, and how you make them depends on the game you're playing. Here are some general steps that work for many popular games.
Choose the Game
Use the In-Game Map Editor (if available)
Minecraft: Use world editing tools like WorldEdit or MCEdit.
Counter-Strike: Use Valve's Hammer Editor.
Dota 2: Use the Dota 2 Workshop Tools.
Install a Third-Party Tool (if needed)
Design the Map
Test Your Map
Export and Share
If you tell me the specific game you're working with, I can help with a step-by-step guide.