You just need to buy a coffee sack or something similar to it and a big pitcher. 1 cup of ground coffee (coarse ground preferred but regular ground coffee works too) to 4 cups of water. Or 1:4 ratio of your preferred measurement vessel should work. The grounds go in the sack and then you put the sack into your pitcher with water. In about 18-24 hours, you can remove the sack and have a pitcher of cold brew coffee for the rest of the week.

EDIT: 18-24 hours refrigerated

I used to do it in my french press. Load up grounds and cold water, put in the fridge 24 hours, press down when ready to drink.