Building OpenCV 3.0.0 yourself involves the following steps: 1. Get the source code from GitHub and install dependencies like CMake and Python. 2. Use CMake to configure the project and generate build files for Visual Studio. 3. Build and install the library from within Visual Studio. This generates header files and DLLs. 4. Run OpenCV samples to test the build and link the library to a new Visual Studio project to use OpenCV in your own code.