Materials

Not surprisingly, the best thing to make rock from is real bits of stone. In addition to the basic arid terrain base, as described here, you will need a good bit of rock. Some form of sandstone is best, you don't want anything too smooth. Round pebbles would look unrealistic for large scale rocks.

Construction

Sticking on the Stone

The best way to stick the stone down to its base is with a good dollop of tile adhesive. Alternatively a generous quantity of PVA could be used or even epoxy resin. Make sure it is stuck down over a good area, or the weight of the stone will pull it off.

Fill any gaps underneath and around the stone with the tile adhesive or filler, so it appears to be firmly embedded in the ground.

Painting

I like to leave the natural colour of the stone showing as much as possible, but it can look a bit flat. Usually I just drybrush it with a 'Beige' Sandtex. masonry paint. This also makes it look pleasingly dusty.

To give it bit more texture you could apply a dark brown wash before the drybrush, but take care because some stones are very porous, so the wash will soak in evenly all over, instead of gathering in the recesses as intended.