well the way i did it and i wont recomend it, but because im a cheap bastard, i marked out the places on the nut and used my scroll saw to cut the slots, and then work it with a general nut file (or a very thin file)
but if you have the money, stew mac has some assorted saws in extremely thin kerfs so you cna precisly cut the exact width you need, but these only go up to . 025 which is too thin for most strings except for the 1st and econd string and maybe the 4th so you would need to use a file anyway,
they also have a handy dandy clamp for working on nuts. then they have their files which come in almost every size and are extremely expensive for even making one nut (about 70) so you probably would want to go with a general nut file. like this, but as this is your first project then these specialty tools can rack up a lot of money, especially if your gonna need new specialty tools for almost every job (i.e fretwork). it is genralyu recomended to make use of what you have and only buy the esssentails as you wil;l end up spending more money for the tools alone then to get the job done for you at a respectable guitar shop.