Might want to take a look over on dendroboard
. There are quite a few people over there who build some really great paludariums and vivariums, some of which include waterfalls.
In general, a waterfall is relatively simple. How you build it depends on if you have a background/hardscape, and what you built it out of, what you plan to use to move the water, etc.
Really simple, you could just use a powerhead/fountain pump, put a bit of hose/pipe from the output of the pump in one corner, up to the level you want to be the top of the waterfall. Then just silicone a bunch of rocks around it (lava rocks work great, but others might work as well).
Or you could use greatstuff/styrofoam, carve it up to get the look you like, then coat it with epoxy/sand or something else.
You could also try getting a chunk of pumice (sold as feather rock in landscaping places), and simply cut up/carve up (be careful not to breath the dust, and wear gloves - the rock is really abrasive) to get the shape you want, and then make a hole for the pipe/tubing.
Not sure if that will help any, but if you provide a bit more info about your setup and what you'd like it to end up as, people might be able to offer some more specific advice.