It is believed that part of the reason for the health benefits of kefir is that the fermentation process involves a multitude of bacteria and yeasts the content of which varies according to the source of the kefir grains. This blend of microbial organisms is able to be added to milk to fement it into a cultured drink which has been shown to exhibit a wealth of health benefits while still being a lovely yoghurty tasting drink in itself, or can also be added to drinks and smoothies and used in baked goods. Please remember that if you have a sensitive stomach you may need to slowly add Kefir to your diet as your gut adjusts to this new food, speak to your practitioner for more specific advice if this may be a concern for you.
Here's a great article if you are interested in reading more about the nutritional health benefits of Kefir: http://authoritynutrition.com/9-health-benefits-of-kefir/
In order to make your own Kefir you need some kefir grains to start the fermenting process, these can be obtained from some healthfood shops and also from online suppliers such as NourishMe Organics or Fresh Milk Kefir Grains. The suppliers will provide detailed instructions for how to make kefir using their grains, and their websites are full of helpful information about what to use your kefir for.