Looks like an LED on a stick. Simple enough. The pictures you have aren't good enough to see what the components used are, but I image it is a white LED with battery and a switch. There would be a couple of tricks with this kind of device, like placement, size, weight, and being illegal.
I can't help you build one, but I can tell you that an LED flashlight is a very simple circuit. Use a low power LED, possibly a surface mount size. Make sure you have a resistor between the power and the LED, keep the device as simple as possible.
That's as much help as I am comfortable giving, good luck.