for make what you mean? model it or just convert from somewere?
basic sl tools are:
3ds max(for modeling and exporting)
resdecoder and resconverter(for rpk editing)
edit plus(or another c++ notepad, for cfg and java editing)
sl 2.2.1 java pack(pac content all game javas)
and... some experience... so, if you never used a 3d software, i suggest start with something easy like exhaust tips, steering wheels, rims or other "little" things like these, then you will be able to make something bigger like a car.
Harrison15 about PXRZ: he turns everything into a pretzel in his head
