First choice is to buy. It is a bit hard to believe that you can get components and can't find heat sinks. Maybe scavenge heat sinks from used equipment.
If you must make the heat sink, take a disk of aluminum*, drill or punch a hole that is slightly smaller than the transistor can. Lay the aluminum against a piece of hard wood with a slightly larger hole, then take a tapered mandrel or punch and push it into the hole. That will slightly stretch and flare the aluminum so you can push it over the transistor can with a friction fit. Two or three radiators like that should work well and will be easier to make than a casting that you have never done before. You can get the same effect by cutting internal tabs around a small hole and bending them to make the friction fit.
Finally, if you can find aluminum tubing about the right size to fit over the transistor, you can make multiple, longitudinal slits, then bend the segments out to make wings. One slit the full length will allow you to adjust the size for a snug fit on the transistor. (edited)
The fine texture of the heat sink you show suggests to me that it is a permanent mold or lost wax casting, if it is a casting. . There may be linear striations on it (not really that clear), which if present, suggest that it is not a casting at all, but rather a disk cut off a longer extrusion. This thread is now up to 25 posts. We could have gotten to this point a lot quicker had you shown what you were trying to make in your first post.
John
*Pure aluminum (i.e., 1000 series alloy) while soft can be difficult to machine and drill, and it may not have enough springiness to make a good friction fit. A harder aluminum, such as a 3003 (3000 series), 5000 series (e.g., 5052) or 6000 series (6063 is often used for extrusions) will be easier to work with. I would not recommend a hardened aluminum, such as 2024 or 7000 series "aircraft" aluminum. Alloy 3003 is sometimes called "half-hard." It is usually easy to find.