The first thing is to make the big coil. You can do this by putting four nails into a board and wrapping the copper wire around them.
Then you have to make the smaller coil. It has to be about half the size of the bigger one. You need to put an LED/bulb and a capacitor on the output. I put 2 because I didn't have one that had the right value. You could also put a bridge rectifier on it to turn the AC into DC.
Connect the power to the big coil and put the small one in the middle and the LED should light up.
I tested different gauge wire and the maximum efficiently I got was 42.2%.