Small holes can be made using a sharpened nail as a substitute for a drill.

See awl making for more detail

Hammer a slight flat on the nail end and hammer the nail half way into the end of a suitable piece of wood

Cut off the head and then hammer or file a wedge shape with sharp sides on to the tip.

drill by pushing the point into the wood and turning the point all the time.

pull out often to let the dust out.

For larger holes start with a small awl then use a larger and larger awl.