You might want to check out the Coursera course
From Nand to Tetris, part one. It is free and includes video lectures.
As to building the parts, you just need to think about them logically.
To build the Not chip, look at the truth table for Nand and Not:
a | b || out in || out
------------- ---------
0 0 1 0 1
0 1 1 1 0
1 0 1
1 1 0
Do you see the truth table for Not embedded in the truth table for Nand? Hint: HDL lets you connect part inputs to 0 or 1 by using "false" and "true" as signal names.
For And, think about where Nand came from. It is Not And -- which is an And followed by a Not. What operation undoes the Not? Nand followed by that operation will create an And.
--Mark