Powdered sugar is really nothing but regular granulated white sugar that's been ground into a fine powder, so it's not actually really easy to make your powdered sugar at home.
All you'd have to do is toss a few spoonfuls of granulated white sugar into a food processor or a blender and give it a quick blitz until it becomes powder.
Store-bought powdered sugar often has cornstarch as well to prevent the powdered sugar from clumping. Use a tablespoon for every cup of sugar that you grind.