Well explicitly battleships aren't made anymore, they existed from the mid-19th century until 1946, with the last one being built and launched being the HMS Vanguard in 1946, although she was a crappy 1930s treaty design using 1910s guns so most people consider the Iowa class from 1944 the last battleships, and even further still you have the Sovetsky Soyuz class by the Soviets which were partly completed after WW2, but kinda just sat as empty hulls and were scrapped in 1949.
As to how they were made, it was a very general process that has existed since ships have existed.
First the keel is laid; the keel is the central vertical beam that runs the entire length of the ship. This bears the entire weight of the ship and has to be reinforced, back with wooden ships usually this would be made from a single giant tree, so you can imagine how stuff like the 1st rate ships of the Napoleonic era used giant trees and Britain actually went to war with Denmark when they threatened to cut off their supply of tall trees from the Baltics that they made their ships' keels and masts out of.
So once the keel is laid then you have to lay the skeleton or frame structure, AKA the ribs, these are horizontal beams that frame the bottom of the ship and are also reinforced. These differ slightly from commercial ship beams in that all ships have their keels and beams reinforced as most of the time the biggest force pushing against it it the sea itself.
This is where Battleships start to differ, commercial ships just use structural steel for the rest of the construction, as in they slap steel in the shape they want and call it a day. Battleships do the same thing for the initial hull, but then begin bracing it and compartmentalizing the interior so as to limit damage, flooding and fires. Then once the initial hull is complete comes the armor. Now Battleships aren't armored how you normally think; their entire hull isn't covered in armor. Instead the 'modern' armor scheme of battleships came as a result of early ironclads being too heavy to armour everywhere and so they developed a system called the central battery; that is all the guns, engines and important bits were shoved into the centre of the ship and only that part was properly armored. This concept gave way eventually to the idea of the citadel; the most heavily armoured part of the ship. The citadel is usually the main belt, which is what most people quote as the armour thickness of a sPost too long. Click here to view the full text.