I just did an Internet search on these two phrases:
how to build a greenhouse
how to build a greenhouse cheap
and got TONS of hits.
So I'd say you can either buy or build! I didn't look at the instrux to see what materials are recommended for the panes, but you'll want to incorporate ventilation to prevent excessive heat build-up and/or excess cold. (But you knew that already...
Sunset Zone 17, USDA Zone 9