To build a class website in MLNG 110, students click the "Sites" button in their SLU email. They then click "Create new site" and name the site after themselves. This creates the front page where students add basic information and a picture about themselves. Additional pages can be made by clicking "Create page" and naming and organizing the new page. The document provides instructions for students to make their front page and a "Service Blog" page for their class website.