In a BIG machine!
Usually.
See Corbin for home-production stuff. To get any volume, you need one with a hydraulic ram. You still wind up buying jackets (there's a little cottage industry for benchrest DIY-folks, where the "J4" or J-4" jackets now used by Nosler came to dominate the nottotallyridiculously-priced market) unless you're REALLY into doing that stamping and drawing stuff.
Two methods popular in the past were jackets from fired .22 cases (only good up to 6mm or 6.5mm, I don't 'member!), and jackets from real pennies for up to I never knew what maximum diameter. In mid-to-late 1983, the US Gummint switched to those lousy clinker copper-plated zinc pennies. I have no idea whether the will work for jackets.
With what my hobby time and work time is worth, buying bulk bullets for less than a nickle apiece beats casting or otherwise making them. My reject rate for casting is so high, the production rate is probably similar to swaging jacketed projectiles.
We need to get Fitz in on this thread. He'll actually remember all this stuff I've either forgotten or never knew...