There is a very simple way to build a sump, then there is a SLIGHTLY more complicated way to build one, but it has much more of a finished look. First...the simple one.
Route the pipes from the overflow box (or built in bulk heads) into a rubber maid tub. This is as simple as attaching the hose to the over flow and laying the other end in the rubber maid. Put a pump in the rubber maid. attach the plumbing to it and the return side of the over flow. Fill the rubber maid an inch or two over the intake of the pump...and turn on. Have some extra saltwater ready. The water level in the sump will drop as the pump starts filling the pipes with water. Its a simple principle. Water in.....water out. As long as you have the returns near the surface of the water, your sump should not over flow
**IMPORTANT** It is very important that the opening of the returns be close to the the surface of the water. If the power ever goes out and your sump turns off...your returns will loose pressure and start a back flow....its going to syphon the water out of your tank. The easiest way to prevent this is to keep the opening of the return near the surface of the water. When it starts to draw air, they syphon will be broken.
The slightly more complicated version involves attaching both ends of the hose. One is attached to the overflow, the other end is attached to a bulk head that is mounted to the rubber maid. I can give you more details on that if you like.
Hope that all made sense. 8)