I used a drill and a dremel to build my course... the only thing I needed the dremel for was to cut plastic cups in half to make the supports for the dowels on the jump... if you have film canisters around (what I was originally told to use but couldn't find), you might be able to get away with box cutters or an x-acto knife or something instead of a dremel, since the plastic is softer. you could probably use a hammer and nails for just about everything I used a drill and screws for. (for what it's worth, if you can get your hand on a dremel, you use pretty low RPMs for cutting plastic, like 10-15k, and if you accidentally brush the "cutting" wheel against your skin while it's spinning, you won't get hurt)
here's how I made my course: http://www.rabbitsonline.net/f18/nala-gaz-70961/index29.html#post949514
as for getting them to learn it, I tried a harness at first but all that did was let me correct them after they went around something... then I set it up so there was a playpen right up against each side of the course and they *couldn't* go around and they started flying through it like pros. for the most part, you give 'em a little nudge on the bootie and they figure it out for themselves pretty quickly.
if you go to "groups" at the top, there's an agility group you can join, too