>>3956142You can make doll through traditional sculpting or 3D sculpting. LaDoll stone clay is used for hand sculpting but I never used it for dolls so I can't help much with that.
BJDs usually don't come with faces so you need to paint it yourself, get an artist to do so, or use decals. The hair is mostly sewn using synthetic wig wefts and a wig cap but you can sculpt doll hair too. I don't like sculpted hair since most of them weigh down the head and I like normal wigs. Fur, yarn, human hair, and even feathers can also be used. You can buy or make it yourself.
The dolls in this thread are bought from doll companies and are made from resin or vinyl. Sculpting a doll yourself can be tedious so the majority of BJD owners did not sculpt the dolls themselves.
There is a thread on /jp/ for BJDs that can give you additional information although most owners are vinyl doll owners which are different from the dolls shown here, which are mostly resin.