It's easy, just take some thin wire and wrap it around your finger as many times as it takes to get the look you want. Cut and simply bend the ends to finish, as seen in the photos below. I made 2- one long for my ring finger, one short for my index :) The long ring looks even better when I stretch it all the way up to the nail..kinda like a minimalist armor ring. The more kinks and overlapping the better.
When making longer rings: before you finish, make sure to bend your fingers several times to really mold the wire around your finger, especially the joints.