The fist thing you have to do is read some of the books on boiler making, there is a list in the second sticky of this section. I would then go through the first sticky to try to find out what the legal regulations are in your area. then go through the construction threads in this section. Then find a Model Enginnering group near you and join it. You then have to find a proven design that you feel you can build, do not try to build one of your own design yet. Having used a proven design you should not have to worry about the material thickness calculations but I would do then just for the practice. Haveing made the boiler you now have to test it.
Regards,
Gerald.