How can evolution make such complicated beings?
If this is a general question about how evolution works then Roland's comment is correct - you should start with one of the excellent resources available online, like http://evolution.berkeley.edu/evolibrary/home.php. However, this specific question sounds more like something we used to call the 'argument from personal incredulity' to me - you're willing to accept that evolution occurs, you're just not sure whether it is sufficient to create something as complex as the organisms you see around you. This is quite a common issue people have with evolution by natural selection, and it's a perfectly reasonable question to ask. Essentially, it originates in the difficulty of appreciating the sheer scale of the processes involved. To paraphrase Douglas Adams, "[life] is big. Really big. You just won't believe how vastly, hugely, mind-bogglingly big it is." But I'll do my best to try to help you understand this a bit better.

The number of single-celled organisms on the ocean floor is estimated at 2.9×10^29 - that's roughly three hundred billion billion billion. The current global human population is about seven billion - that's already effectively impossible to imagine. If every one of those people had seven billion tiny people living on them, and every one of those had seven billion people living on them, that's roughly the number of single-celled organisms on the ocean floor right now. Many of those appeared less than 24 hours ago and will be gone tomorrow. Natural selection is acting on every aspect of every one of those organisms simultaneously and has been doing for roughly 1.5 trillion generations. One-and-a-half thousand, thousand, thousand, thousand, thousand, thousand generations. 

Natural selection is also a fantastic mechanism for homing in on solutions to complex problems - so good that we've started using it to solve mathematical and computational optimisation problems. 

Essentially, it's one of the best approaches to solving complex problems we have been able to conceive of and it's had an insanely, mind-bogglingly long time to act on a planet-sized test tube. That's how we ended up with so much amazing stuff on our planet.