Yeah, in my raw vegan days I used to make them every day. Almond, cashew and hemp milks were my favourites. The process is quite straight-forward from memory.
Soak your nuts or seeds overnight, or for at least an hour, add to blender with still water. If you are using hulled nuts you will need to strain the milk with a a strainer, or nut bag afterwards, You don't need to do this with cashews.
Then return to the rinsed blender, add vanilla extract and sweetener, and cocoa powder if you want to. Then pop in the fridge.
You could use banana to sweeten, and thicken, or something like agave necter. My preference was to use dates, soaked and deseeded. Medjool dates were the best.
You could try a lazy almond milk by blending almond butter, water and sweetner. Not as good as using nuts, but less hassle.
Anyway, it is quite easy, but I'm sure you can find recipes online if you're still unclear,