The incubator needs to retain heat at the desired temperature.
To achieve this you will need to acquire or make an insulated box/cabinet.
I prefer to use a polystyrene box, they are light, clean, cheap and easy to work with. I have heard of people using coolboxes, plywood containers, old fridges and anything that provides heat insulation.
The insulated container needs to allow ventilation. While the embryo is developing, oxygen enters the egg through the shell and carbon dioxide escapes in the same manner. As the chicks hatch, they require an increased supply of fresh oxygen.
Unobstructed ventilation holes, both above and below the eggs, are essential for proper air exchange.
Humidity is very important in your incubator, a small bowl or pot of water can help to create about 55% - 60% humidity. Its not the volume of water that matters, more the surface area.
A basic hygrometer should be used to check this and alterations can be made to the amount of surface water.
The box should allow access to enable egg turning.
With a polystyrene box this is really easy as you just pop up the lid to hand turn them.
You can also add a small window to view into the box to check on progress and any problems.