Well first you would have to make the object you wanted to pep in a 3D Modeling program, a popular free one is Blender. If you have no experience at all in any program, youtube has a great collection of video tutorials that should get you started on the right track. Once you feel comfortable with modeling basics, then you would attempt to model what you want to pep. Once you're done, you would save it as a .3ds file and open it with Pepakura Designer. From there you just pick a scale and unfold. A good rule of thumb is that helmets should be around 30cm tall, other objects can be a little trickier to scale. The process of efficiently unfolding a file is rather difficult for some people, but there are always people on the 405th willing and able to unfold files for others.
All in all, I wish you good luck in your endeavors and feel free to ask questions.
There is, actually: The "3D Modeling" forum. Note the description: "For creating Pepakura Files, 3D renders and assets." There's also a tutorial sticky about this right at the top.