For this you need to know how to make a basic granny square. If you don't, a tutorial can be found here.
Start by making a granny square two rounds big (don't break the yarn if you want to use the same color for the last round, just secure the loop with a stitch holder)
Start the next round in a corner space the same way you would start a normal round
Crochet around two sides of the square, finish off after the last block
To begin the next round, attach the yarn in top of the 'ch 3' of previous round, chain 5 (or 4, depending on which version of the tutorial you're following)
Continue the round as normal
When you get to the end, chain 1 (or 2), dc in the last dc from previous round
Repeat the last two rounds as many times as you want :)
When the square is big enough, pick up the loop you left on the stitch holder and crochet around the entire square as normal.
Finish off :)