The episode of Star Wars Rebels ‘Path of the Jedi’ showed Ezra getting his Kyber Crystal to build his lightsaber.
If you want to know more about these crystals and lightsabers you need to watch Star Wars The Clone Wars 05×06 The Gathering and 05×07 A Test of Strength. These two episodes tell you everything you need to know about Kyber Crystals and how Jedi build their lightsabers.
The jedi younglings get their Kyber Crystals on Illum at a Jedi Temple:
You can see these old statues and also spot the signs of the Force first seen in the Mortis arc:
In order to get their crystals, they need to face their fears on their own :
Byph is araid of monsters:
For Gungi the water:
Each crystal is unique and only the jedi to whom it belongs can see it :
After getting their crystal the younglings need to build their lightsaber and its aboard the Crucible that they build it with the help of Huyang, a droid from the time of the Old Republic:
‘Monster’ episode 13 from season 3 also shows us another Jedi Temple, this time on Devaron :