You need a structure of some kind on which to build a wreath: you can use heavy wire (a coat hanger, if you like), or pliable twigs - such as willow, dogwood, hazel or birch - bent into a circle. Long lengths of ivy can be wound around the framework, but the rest of the foliage and other bits and pieces must be wired or tied into the skeleton.
All foliage should be "conditioned" overnight (or in the morning, if you're assembling the wreath in the evening): immerse it in buckets of cold water, or in the bath, so that it takes in as much moisture as possible.
Or you can use a floral foam ring as your base. Float it in a basin of cold water for a few minutes, and if you want it to retain the moisture effectively, wrap it in cling film, or light polythene (such as that in a dry-cleaning bag). Tie a ribbon or other hanger around the top of the form before you put any plant material into it. Starting with the outer edge of the ring, stick foliage sprigs (around 10cm long) into it, making sure that they are lying flattish against the surface. Then fill in the face of the form with foliage, and finally the inner part (the doughnut hole, as it were).
You can use any combination of evergreens from the garden - but try not to mix too many kinds, unless you are aiming for the "leafy medley" look. Instead, add accents to your creation by attaching berries, seedheads, cones and dried flower heads. You can also use fresh flowers, but you may have to replace these after a week or so.