Write them manually
You can just write up URL’s with UTM tracking codes if you want, it’s a little bit of a pain though.
You need to understand query parameter formatting to make sure there are no issues.
Use a tool that generates them for you
There’s a bunch of tools that will make this process a bit easier, Facebook for example have a built in tool when you’re making up ads to create the URL.
We have our own UTM Builder which you can use to easily create UTM Tracking codes for free.
Alternatively you can use the Google Campaign URL Builder which is a pretty popular tool for generating utm tracking.