Answer: Depending on which route you opt to follow this can be simple or very complex. Basically you need a change in level or a slope, some sort of liner (waterproof plastic, either rigid or sheeting) concealed under rocks, a basin (or pond) at the bottom to catch the water, a recycling pump to pump it to the top of the falls, plus an electrical outlet with ground fault interrupt on it. You may also need a filter to keep debris from clogging the pump.
Most pumps are labeled as to pumping capacity (height and distance) and most suppliers of water garden or pond supplies will have books and instruction sheets or workshops and demonstrations to show you how to build and assemble the pond and accessories. If you purchase a kit it will come with instructions.
You could also look at some books on "water gardening" either at the bookstore or library as most of these include information on waterfalls.
In my experience it is good to inspect some actual waterfalls and talk to the people who built them and learn firsthand from their experience because every installation is a little bit different. There is usually some trial and error in getting it to look and sound the way you want it to. If you want it to seem very natural then you may also want to look at some natural falls to see how they run.
If you are looking at a complex series or a massive sized falls, I would strongly suggest you consult with a water garden installer for some on site professional advice in addition to doing your own research.
Here are a few links to information about building waterfalls to get you started. You may need to cut and paste the complete url into your browser to make it work correctly. Please understand I am including these for their information only, I have never used their products or services.
I hope this helps.
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