Remove the sod from the area where you will be laying the sidewalk using a sod cutter. Dig out the top few inches of topsoil with a shovel and replace it with gravel to provide a solid base for the sidewalk.
Install forms on both sides of the walk to contain the cement when you pour it. Drive stakes into the ground behind the forms to keep them stable. Err on the side of caution and build your forms stronger than you think they need to be; cement is very heavy and can dislodge forms if they are too weak.
Mix the cement yourself in a wheelbarrow or call in a ready-mix truck. Unless you are really tight for money, the latter option is preferable; mixing cement by hand is laborious and time consuming.
Pour the cement onto the ground between the forms. Plunge a shovel or rake up and down through the cement to work out air bubbles and to work the cement into corners and gaps.
Smooth the top of the cement by working a straight board back and forth across the surface. Slide the board across the tops of the forms on each side to keep it flat and level. Working the board back and forth rapidly will drive down the larger stones and bring sand and water to the top, creating a smooth surface.
Cut joints into the top of the cement every four feet using a joint cutter. Because cement shrinks slightly as it dries, it will crack randomly if you don't do this. Putting regulated cuts into the top of the cement leaves a neat surface rather than ugly cracks.
Keep the top smooth by going over it with a cement float as it dries. Create a textured surface by dragging a stiff bristle broom over the surface of the cement before it has dried completely. This makes the walk look nice and helps to keep it from getting slippery under ice and snow.