I need to make up a length of steering column to fit between two universal joints...how do i get the longitudinal splines onto the ends of the solid rod where it mates with the UJ's? Presumably machined on, but how? Is a very specialist or a normal metalworkers job?

use the ones that come in your socket set. You only need square ends.
Put a sleeve on the other end or get two and make em into one . Weld that onto shaft.

that will work, but it won't last.