What do I need in order to build and test a ferrite rod antenna for a specific frequency?
You asked a bunch of questions that are really too broad taken together, so I'll just answer what seems to be the underlying question about how to make a tuned ferrite rod antenna.

Basically a ferrite rod antenna is a resonant L-C circuit.  The ferrite rod and the coil wrapped around it form the inductor, and you connect a deliberate capacitor accross it.  The Q can be fairly high since it is limited only by the resistance in the inductor coil and any losses in the ferrite.  Make sure to get ferrite rated to a frequency well beyond the one you want it to resonate at.  At 457 kHz that won't be a problem.

The resonant frequency of a L-C circuit is:

&nbsp;&nbsp;F = 1 / 2&pi; sqrt(LC)

When L is in henries and C in farads, then F will be in hertz.  Of course you can rearrange this to get any of F, L, or C from the other two.  For example, to find the inductance to resonate at 457 kHz with a 10 nF capacitor, you need

&nbsp;&nbsp;L = 1 / (2&pi;F)&sup2; C = 12.1 &micro;H

Since your frequency is fixed, by solving for just one L-C pair, you can easily get others.  For example, if you wanted 10x the inductance, you'd have to use 1/10 of the capacitance, or 1 nF and 121 &micro;H.

The best way to get the right inductance is by experimentation.  Yes you could in theory get the data for the ferrite rod and do a bunch of calculations to determine the number of turns, but it will be easier to simply try something, see where you're at, and adjust iteratively until you get the desired resonant frequency.  From the numbers above, a capacitor in the 1-10 nF range should work well, as 12-120 &micro;H is doable.  I'd probably aim for something in the 50-100 &micro;H range.  Do the math, get a suitable capacitor, and start winding.  Capacitors aren't usually that accurate, so start with the final cap and adjust the inductor until you get the desired resonant frequency with that cap.

I don't know how big your ferrite rod is, but as a wild guess, start with around 50 turns of magnet wire and see where you're at.  Something like 28 gauge enamel coated wire will probably be about right.

There are various ways to find the resonant frequency.  I'd probably start with a function generator, resistor, and scope.  Feed the L-C tank circuit (your inductor with the cap accross it in parallel) from the function generator thru a resistor, and look at the voltage accross the L-C on the scope.  There will be a sharp amplitude peak at the resonant frequency, and it will be nearly 0 elsewhere.  Sweep the frequency by adjusting the function generator dial to find the peak, then see what the frequency is.  I would have the scope tell me the frequency instead of trusting the function generator dial.  Those are notoriously inaccurate, unless you have a precision calibrated frequency generator.

If the resonant frequency is too high, add more turns.  If too low, take a few off.  Iterate until you get it just right.  Once you do, put some hot glue or epoxy on the windings to keep them from moving around.

Now you have a sensitive magnetic antenna tuned to the frequency of interest.  The rest is a amplifier followed by a detector, but that's too much to get into for this question.