Once you've built one of these two rooms, you are able to OSRS Gold create a second room below that, and there must only be one choice for this. Once you've created the room(s) you may construct as normal in construction mode, creating treasure rooms, dungeon corridors and connections, as well as any other space from above you would like to put down below.
If you've never already, doing the Love Story quest unlocks a new type of dungeon that comes with a multitude of new guards for dungeons that are available to add which include scarabites, iron dragons, black demons etc. Also, most of these new creatures are cheaper than the original trolls, hellhounds and steel dragons, etc.. If I've missed something, don't hesitate to ask for clarification.
Lardar pretty much summarised the best methods, but for a good strategy, we'll have to know exactly what level you are.
The best way to begin is to go on quests - exactly like the majority of abilities. Simple tasks like The Restless Ghost, Priest in Peril, Holy Grail, and Recruitment Drive will teach you the basics of Prayer ability. After this point you'll need to farm bones for higher amounts of the Prayer.
A reliable source of Prayer experience is Dragon Killing. Their bones can provide substantial experience and do not require extremely high levels of stats. To kill Blue Dragons below the Taverley (in Taverley Dungeon) you do not require a lot of resources at all since they can be killed from a safe place. If you decide to do this, be sure to Buy Old School RuneScape Gold use Magic because they're not immune to this particular type of combat. Use giant eggs, rocks and columns to get Dragon stuck, then finish them off with your spells.