Making an extension cord
Yes, building your own cords is fine, as long as you use UL-listed plugs and sockets, and use them correctly according to instructions and labeling, e.g. with right size cable and using the strain reliefs.  Make sure they gave you well-fitting ones.  

And you need to use correct cordage, one of several types including SJOOW (off the top of my head).  It is always stranded wire.  UL-listed plugs aren't even listed for solid wire. 

I don't agree with their advice of build up both ends out of line cord; I prefer to start with a pre-made extension cord and cut one end off, leaving one end a factory end. Factory plugs are more durable than field-fitted plugs, or, you can preserve a triple socket end.