You can buy pre-hung doors in small sizes intended for attic and crawl-space access doors. It's a lot faster and easier than building one from scratch.
The last time I framed an access door like that from scratch, I cut down a used slab-side solid-core exterior door of the appropriate width and milled a piece of old-style angled window sill molding for the bottom of the frame instead of using a standard door threshold.
If you have prevailing winds, you should put the door on the side opposite the wind direction. Even the best weatherstripping may leak slightly if exposed to constant wind-driven rain.