a sump is just another watertight container (another tank, a rubbermaid storage bin, etc.) that is usually placed below the main tank.
You either get your tank drilled or use a "siphon overflow box" like the Amiracle model that sells for $40
You also need a return pump. The water flows from the display tank down to the sump, and the pump pumps it back up.
You can place heaters, skimmers, etc., etc. in the sump. You could also light it and grow algaes.