Go to Home Depot or Lowes, or whatever home supply is in your area. PVC pipe comes in many sizes, so I would suggest you get 2" for the inside chamber, and 4" for the outside. For the bottoms, you get 'end caps' and glue them in place using the pvc primer and glue. For the tops, you get the threaded adaptors, and glue them in place. Then you get the threaded caps that you can take off. Get teflon tape so you can get a good seal, and still be able to take them off.
One of my compressors works both ways, a compressor, or a vaccuum pump. Not all compressors will do that, but if you have a pipe going into it, remove the filter and get threaded adaptors that will take a 1/4" npt fitting. That's the size that you see on gas station air hoses.
Drill a hole in the outer PVC pipe, and thread and glue the 'spring lock' end in the pipe. Snap the nipple end into it, and connect the hose to the inlet of the air compressor. When both caps are on, you will create a vaccuum between the 2 chambers. You will need a valve between the 'spring lock piece and the PVC, so you can avoid losing the vaccuum when you disconnect the air line.
Kick that around for a while and let me know if you need more info.
Go to the store and take a good look at all the parts and adaptors that are available, since you now have a basic idea of what you need to do to make a thermos of sorts. Every thing you need will be in the same aisle.
Draw up roughly what you have in mind, or explain it to someone there who will be able to help you out with the parts you'll need.