0) visit a wrecker and cut one out. or pay $25 from blazt.biz
1) get ecu pinout for your car, e.g. from r34 engine service manual if its r34...i think most rb25 consult pins are same place though
2) get consult plug pinout -
http://www.ecutalk.com/images/consult_car.jpg
3) wire up! rx/tx/clk/check go to ecu (check optional, only for manual code flashing if that will even work on your setup), and work out good place to source 12v ignition switched power from. some people just source from ecu power/ground pins, but be aware if you short circuit something on that circuit, you loose your ecu etc.
ideally, test the connector with consult cable/device before making wiring permanent, e.g. in case u mixed pins up or whatever.