I would think that given the number of small gears available from the trade you would be better off buying them. But if you really want to make your own, there must be a YouTube video out there somewhere. Or someone on here may know. Either way good luck.
Also try putting a comment on the general chat section, a lot more people read that.
I'm a bit late to this thread but if it's any help I made worm and wheel gears for my O gauge locos using suitable taps and matching dies.
The die cut the worm and the tap was used to hob the the wheel which was a very simple process. The tap was held in the lathe chuck and a blank disc of brass on peg so it was free to rotate was fed onto the tap rotating in the lathe. Gently feeding the blank in the tap started cutting a thread and so made the blank rotate. The tap kept cutting away as the blank was gently fed in until a full set of teeth were cut round the perimeter of the blank which matched the thread cut with the die.
It sounds more complex trying to describe it but it is a very simple process that doesn't require any expensive tooling.