How to set up a new locale?

It took a bit too much time figuring stuff out to not share this so future me can find this later here, or it might help someone else. Especially finding out how to get the character maps took way too long. Most search results told me how to download Fedora Linux, how localedef works, or what the default location for the character maps is, but how to get them was near impossible to find.

I made it a tutorial.

P.S. When you search for ‘fedora mirrors’ you might find this:

Fedora Mirror