Go to your local city and talk to a Guard. Ask him about tailoring and he should put a flag on your map leading to the nearest tailor. Go there and talk to the journeyman tailor. Ask him to train you / buy the training.
You need 2 linen cloths to make a bolt. Go into your skills and spells window and select 'Tailoring'. Scroll down to bolt of linen cloth, and press create, you will make one. Its pretty self explanitory from there. Have fun, sorry if the explanation sucked, i managed to figure it out so it cant be too hard ^^