First, a safety note: don't confuse the liquids used in e-cigarettes with oils. Inhaling droplets of oil is very, very bad for you and will cause lipid pneumonia. The liquids used for vaping are alcohols. Not all alcohols are safe to inhale, obviously. The ones commonly used in e-liquids are vegetable glycerine, propylene glycol and polyethylene glycol.
You should read about DIY e-liquid production first. In principle, making a vaping liquid with a different active chemical should just be a matter of switching the nicotine for whatever you want at the concentration you want, but understanding the general principles and safety aspects of the process is a necessary step before modifying it for your own purposes.