What kind of radio transmitter? In the most general sense you would need transistors or possibly vacuum tubes. inductors, capacitors, resisters, a source of direct current like batteries, a generator or a power supply connected to mains. You aren't going to be able to build a transmitter out of a random selection of these parts though. You would need to know the frequency, type, and power of the transmitter to design a transmitter.
From your question, it seems to me that you have little knowledge of electronics. And, please be aware that if you operate a transmitter illegially heavy penalities apply. In Australia, this can include a term of imprisonment. You have been warned!
i need to make it for my iPod......how can it be illeagle??