Well, the process is actually quite simple. It just takes some time for the sugar crystals to grow.
In a video on YouTube, Yoyomax12 shows the easy steps to making this crystallized confection.
I have made rock candy before (because who does not like to eat pure sugar every now and then?) but I used a wooden skewer, not a pipe cleaner like shown in the video.
Keep in mind though that if you do decide to use a wooden skewer, or something of the like, you will first have to dampen the skewer with water and roll in it sugar before placing the skewer in the sugar solution.
This needs to be done so that the solution has something to grab onto, and will form the sugar crystals around the skewer.
If you have any further questions about the process, Yoyomax12 has also included a list of Frequently Asked Questions under the video description.