You can't make an extension cord for a welder. You can have a cord that connects to an outlet that is permanently secured to the wall.
Second thing is if your welder will pull 25 amps you can no smaller than 8 gauge copper to it. (it needs to be connected to a 40 amp two pole breaker.) The maximum ampacity of the device should not exceed 80% of the circuits capability. your outlet and cord also need to be rated at 40 amps.
Lastly you should have a 8/3 with ground this will give 2 120 volt legs and 1 neutral plus the grounding conductor.
Also do not connect directly to the premise wiring. you will definitely need a means of disconnecting the welder should you need to service it other than cutting the wires or circuit breaker.