To make the eye pin, or make an eye in the head pins, it's very simple. You need round nose pliers to do this, and if you're making your own eye pins, you need wire (preferably quite firm/hard wire) and wire cutters.
You just basically take the wire and form a loop in the top of it. You can make lots at once, or make them as you need them. I usually make them when I need them, but you can do whatever suits you.
If, like me, you think this style is way too boring, you can try my style of eye pin! :D
Sorry the quality is so bad, but you basically need to make your normal eye pin, then bend the wire back on itself to make another loop. After this, you make one more between the first two. This one is like the 'eye' where you will put through your jump ring or whatever else you want to put in. The wire should go away from the 'eye' after this. You can cut the end off after this, but make sure you leave a good amount of room on the eye pin so it has enough room to go through the clay charm or whatever else you want to use it for.
Tips on making eye pins stay in polymer clay!
You won't have this problem if you are using head pins, but you can't always use head pins. Some times, you can only really use eye pins. The only real problem is, they tend to fall out. Usually what I do, is I pull the eye pins out after I've baked the clay and put glue on the pin. But there's a better way :)
If you make the pin an L-shape before you put it inside, it shouldn't fall out.
After you've put it in, squeeze the charm around it so it stays in. This is quite a common trick to use, but it is very useful to know :)