Chris Brantley has a page with advice on scratch-building wargames terrain. It’s aimed at newbies in general, and DBA players in particular.
terrain
Working With High Density Polystyrene
Manorhouse Workshop has a set of three tutorials on making wargames terrain from high density polystyrene (insulation board).
Modeling A Dark Ages / Medieval Village
Battle Brush Studios has a tutorial on making a dark ages / medieval village.
Building Rocky Desert Hills
The 1000 Foot General blog has a good tutorial on building rocky desert hills that are suitable for a wide variety of settings.