call me a st***** f*** but don't understand how to build the hook. The game orders me to open the inventory and build it but HOW?!

Look at the schematic and some items have a sort of shadow or background place where an item could be like a nail, ball, mouse, rope etc.. you need to find these items and a + sign will increase in clarity once you have them, you click it and the item will be crafted. Some items like the hook, you only build it once but the mine for example, you can build as many as you have the necessary parts (and once you have built something there's a - sign clarifying you can strip it from parts to build something else).