The free Polyglot software, necessary for creating Polyglot bin opening books from pgn files is included in this download.

1.) Unzip all files to a folder (Polyglot) on your windows system

2.) Create or take a pgn file containing opening moves you want to include into the new database, copy that pgn file to the Polyglot folder and rename it to "book.pgn".

3.) Doubleclick on the "makebook.cmd" command file included in the zip download.

4.) The Polyglot file "book.bin" will be created and can be renamed afterwards if desirable.

If necessary, you can change the parameters in the "makebook.cmd" with an editor (right click the file and chose the Edit command).
-max-ply is the number of halfmoves from the beginning of each game, that will be included in the resulting book.
-min-game is the minimum number a move has to occur in the games in order to be taken into the resulting book.

There is also a mergebooks.cmd batch file. With the following command, you can merge to bin files to a single one:
mergebooks file1 file2 outputfile
This command has to be launched from a command prompt.

For more information about the (free) software included in this download see http://wbec-ridderkerk.nl/html/details1/PolyGlot.html , e.g.