To build the bridge it is necessary for Franky to rejoin the team. This will happen at a relatively late stage of the game's main storyline. You will also need to collect the right amount of materials such as screws (Steel Bolts, Carbon Bolts, or Wootz Steel Bolts) and junk.
Once you built a bridge 10 times you will unlock the "Franky Skywalk" achievement / trophy.
Waford Bridge #1Waford Bridge #2Alabasta Bridge #1Required items: Carbon Bolt x 2, Junk x 10. You will be able to build this bridge once Franky joins your team.
Alabasta Bridge #2Required items: Carbon Bolt x 3, Junk x 15. You will be able to build this bridge once Franky joins your team.
Alabasta Bridge #3Dressrosa Bridge #1Required items: Carbon Bolt x 3, Junk x 15.
Dressrosa Bridge #2Required items: Steel Bolt x 1, Junk x 2.
Dressrosa Bridge #3Required items: Steel Bolt x 2, Junk x 3.
Dressrosa Bridge #4Required items: Steel Bolt x 3, Junk x 4.
Dressrosa Bridge #5Required items: Carbon Bolt x 4, Junk x 15.
Marineford BridgeRequired items: Wootz Steel Bolt x 2, Junk x 10.