Generate an order in the proper format
Generating a proper hash for the order contents
Sign the order hash using your keys (which makes the order valid)
Some basic code demonstrating how to create, sign and submit 0x Limit Orders on the Ropsten test network is available here.
Python - Python 0x v4 RFQ Guide covers how to create, hash, sign, fill, get state, and cancel a 0x RFQ Order. Note that the code can be modified by making minor modifications, to also work for 0x Limit Orders.