Can I use romex to make since it is cheaper than that sooo stuff. I'm not much when it to electricity so cut me a little slack
Technically it would work for a short time. It'd be dangerous after some time. Don't get caught with it. Figure out ahead of time who's gonna help you roll it up. Heck, that's a long cord, you probably ought to figure that last one out regardless.
How many volts? You'd probably be better served with an SJxxx if you're under 300 volts. Depending what you're doing, you probably don't need too many "x's" after your S or SJ.
I would like to make a 250 foot 10/3 extension cord.
That's serious business. What type of load are you trying to run that far out? Type of load, voltage, and amps? Or at least have you done the voltage drop calculation (or just looked it up) to be sure that you're providing proper power to your (whatever thing), and not just burning up kilowatt hours heating the air around the cord?