Sterno is made from denatured alcohol that is made into jellied form.
When Sterno is made it's made from a mixture of pure isopropyl alcohol, water, salt and thickeners which turns the alcohol into a gel form.
If you had all the ingredients you could easily make some of the Sterno cooking fuel at home if you knew how to mix everything together.
But it's just as easy and probably just as cheap to just buy already made Sterno from the stores.
It's not all that expensive and easy to light and cook with especially in emergencies.