Start with a fairly large tub. It helps to have some light over it, real or artificial. Be VERY careful about not overfeeding them. If you are feeding them green water, this isn't a problem, but almost any kind of non-live food can muck the water and kill them.
Experiment with various kitchen strainers until you find the one that separates the large from the small daphnia. Harvest them (all sizes) with a brine shrimp net, put them in water, then pour this water through the strainer to separate sizes.
Keep in mind that culturing daphnia is like standing on a pole; if the system gets out of balance, it crashes. The things you need to balance are the amount of food (not too much) and the amount of harvesting (not too much, not too little). If the culture becomes overpopulated, this will cause it to crash even if everything else is fine.
Be sure to read through the other threads in this forum about daphnia for additional tips.