An inductor is usually made from a coil of conducting material, like copper wire, that is then wrapped around a core made from either air or a magnetic metal. If you use a more magnetic material as the core, you can get the magnetic field around the inductor to be pushed in towards the inductor, giving it better inductance. Small inductors can also be put onto integrated circuits using the same ways that are used to make transistors. Aluminum is usually used as the conducting material in this case.