The answers to your questions are yes and yes. Yes you could do it, and yes it would be stupid.

To make a planet, all you'd need to do is find enough matter and put it all in one place. You'd get the matter from asteroids and other orbital bodies. You'd put it all in one place by putting some kind of engine on the orbital bodies to change their orbits so that they slam into each other, creating an even bigger body that orbits the sun.

Once the collection of matter is massive enough, its own gravity would eventually turn it into a sphere, at which point it would meet the current definition of a dwarf planet. If your goal is a full-on, non-dwarf planet, it would have to be big enough that its own gravity also eventually pulls in everything else of a similar size that's orbiting the sun nearby.

But here's the thing - we already have a lot of planets. If the reason you want a planet is to make a place for humans to live, it would be a lot easier just to terraform an existing planet like Mars. This is reason #1 why it would be stupid.

Reason #2 why it's be stupid: "planet" is just a matter of definition. Technically, all you need to do to create a planet is add a bit more matter to the most massive non-planet you can find, then wait. It's not as cool as it sounds. You're just making a big thing a little bit bigger so that it fits a definition that humans invented.

Finally, scientists have changed the definition of "planet" before. This is why Pluto is no longer considered a full planet. So technically, scientists could "create a planet" today by changing the definition to label more things as planets.