This is a very open ended question, which in some ways comes down to opinion, but having dabbled in this area myself I can offer some sound scientific advice. But first, here is some necessary background:
When you say "bio battery" I am assuming you mean a device that converts the actions of living organisms into useful electrical potential (voltage). By that definition, perhaps the most common type of bio battery is called a microbial fuel cell (MFC). As the name implies MFCs use the actions of small microscopic organisms like bacteria to generate a voltage. More specifically, these batteries rely on the metabolisms of microbes. While I will try not to dive too far into the molecular biology, all living things on earth undergo something called cellular respiration to produce their energy from various sources. Many key reactions in this process involve moving charges (either negative or positive) around. Certain bacteria will undergo a special type of respiration to break down organic matter when they have no oxygen in their environment (anaerobic conditions). If they undergo this type of respiration, and a probe of the right material is present, the bacteria will transfer electrons to the probe as a step in their energy generating process. If that probe is attached to a conductor and positive charge exists at the other end of the wire, the electrons will move through the wire to react with the positive charge. All that remains is to replenish the negative charges to where they started (with the bacteria) via a salt bridge. Most of this process is actually how traditional batteries work, the key difference being the first step, where it is microbes that transfer the electrons to the negative probe (rather than an isolated chemical reaction).
So to build an anaerobic microbial fuel cell (a common type of bio battery), here are the main things you will need:
-two watertight compartments with removable tops
-a conductive probe for each compartment
-a porous absorbent material to bridge the two compartments
-a source of positive charge to go in one compartment
-a source of anaerobic bacteria to go in the other compartment
-a source of organic waste to feed the bacteria
So now that I have given some background I will answer your question directly. The first action in producing a bio battery should be figuring out the source for your anaerobic bacteria, as well as the organic waste to feed them with. This is because the microbes and their food source are the life-blood of a microbial fuel cell and without those two things you will not be generating any voltage from your battery. A good source of both anaerobic bacteria and organic waste is the muck from a swamp or undisturbed pond sediment. It is probably better to have more of the stuff rather than less when building a bio battery, so I suggest collecting at least a gallon when you finally get to a good source. Once the waste and bacteria have been acquired, all of the other steps follow naturally. If you want a do-it-yourself guide, take a look at the second two links below (my references). They are a great starting point and go a little further into the science than I could here. Speaking of which, before going out and collecting lots of smelly muck, I suggest doing some research on the kinds of bacteria involved in MFCs. The more you know starting a project like this, the easier it will be to overcome problems. If you are well informed, you may even be able to use the science to make a better battery than the ones described in my references. This can be a very complex area of study and I really only scratched the surface in this answer, so some research is definitely worth it!