Creating own APIs

How do you go about creating own APIs for things like connecting to SQL, FTP servers, etc. I know that there are APIs that can be downloaded to handle those functions but I want to get into the creation of such programs. I've been messing around with java for some time now and just need direction since google searching always leads me to already created APIs and not how to make them. Thanks.

The simple answer is that you just write code that does what you want, then package it into some kind of an accessible framework.

But really, your question is a little to vague to offer anything more specific than that. Which part of this are you stuck on?