I have built a few cases for pairs of pistols for clients many years ago. It's a big job - quite fussy, and if you don't have pretty good cabinet making skills you will be very unhappy with the result. Building a full length case for a bolt action rifle and all the tools would be a really major job, if you wanted a quality product and not just a hinged wooden box. A double would be more doable, but still a few months of nights and weekends.

Check out Jeff's Outfitters - they have lots of cases. Also Connecticut Shotgun Mfg.

Huey Cases is probably the gold standard, and their website has tons of great photos to drool over and instruct you.

If you really want to build one, start with good, clear hardwood from a building store (Lowes and Home Depot in the US sell clear red oak in a variety of dimensions including partition and block thicknesses.)

Source some top quality wool baize (high end billiard cloth can substitute but it isn't the same). Hinges and corners can be had from a variety of sources such as Horton Brasses and Woodcraft Supply as well Abbey England. Leather can be obtained from a variety of sources including Tandy Leather, which has stores all over the place.

Tools and oil bottles can be had from Lewis Drake, Huey, Jeff's Outfitters, and ebay.

And my final advice for any of this traditionalist work: do your best to copy the best. Don't try to invent something new, or improve on it, or improvise, or "think outside the box". Find good work and studiously recreate it, and you'll be better off. That sounds like odd advice, but it comes from years of experience watching slow motion train wrecks.