Your question is a little vague.

If you want to build existing packages from source xbps-src is the way to go. For pointers on how to do that check the void-packages readme.
If you want to create your own packages take a look at the manual on github.
To create packages for kernel modules you might want to take a look at the existing DKMS-packages like broadcom-wl-dkms or zfs.

I sincerely doubt that you will have to recompile the entire system though :)