You could make ghetto soldering iron tips from nails, just use the one's that are not zinc plated.
But if you want better ghetto soldering iron tips, use thick solid copper wire from scrap powercables. Like the stuff used to feed houses.
Copper is superior for soldering. Also, many sotres actually have replacement tips for even the cheapest <10usd irons.
But I'd really suggest getting a better iron.
And for antenna work, 60W minimum.
If you are thinking about soldering UHF connector (PL259? type for USA?) and using the cheap shiny stuff.
Then you will be much happier if you file away the crome/nickel stuff around the soldering holes. and preferably inside them too. I bought a cheap (<20eur) needle file kit for that. It might solder without, but it is much easier when it's cleaned.
Also more on the connectors them selves.
Get Teflon (PTFE) insulated connectors!
Your life will be so much better when soldering them. Saving a few bucks on the connector is simply not worth the headache and bullshit of a failed connector with a bent pin as the cheap plastic insulation melted while soldering.
As for "how to wire and antenna"? most ham guides tons of info as is and internet is filled with guides and pictures.
One place to start your journey.
http://www.dxzone.com/catalog/Antennas/