Its true. You can make your own sump with a limited budget if you have the determination.
Look at the sumps you see in stores.
Its basicaly a tank, with "Chambers" that force the water to pass through.
Like my old 5 stage Koi filter. (brushes, large mats, 1000Watt UV Sterilizer, Litag, finer Mat, Grav return to a refuge and more Litag and a waterfall back into the pond.
You have two types of Sump feed. Overflow: Which is dependant and only as efficient as the return pump.
and Syphon: a lot more dangerouse since a power out means a chance of 'flooding'.
Sumps dont have to be big ugly contraptions easily visible like our friend here. You can hide a sump if you want. It comes down to taste.