You need a database to store things, then you need messages and categories for messages, maybe message tags, maybe @ mentions too. You need moderators to be able to edit, delete, etc. posts. Helps if posts can be searched and they need to be shown probably newest to oldest. Then there's whatever integrations the forum has with other parts of the site. It's probably easier to pick up some forum software that already exists and reuse that, honestly. I know this site was made at the turn of the millennium, so it probably didn't have that option.
If you still want to create your own forum, it's up to you to put all this stuff together -- it's more about understanding all the database fundamentals and how to organize the back-end and front-end of a site, than it is just googling "how to make a forum". So if you don't know what you're doing, just go for existing forum software. Probably more maintainable anyway.