Resistor: Different material as certain resistivity, so depending on how big you want your resistor to be(talking in terms of resistance) you use different materials. Metal has the lowest resistance, while unsilicided poly has the highest resistance. You draw a long thin line of a given material to make a resistor.
Capacitor: Well, you should already know that capacitor is basically two conductive material with an insulator in the middle. So, in the IC chip, this is what they go for. MIM cap is metal-insulator-metal cap. Gate cap is basically a MOS gate (poly, sio2,bulk). If you remember your device physics, you know PN junction can create depletion region(an insulator), so you can have a voltage varying capacitor using reversed biased PN junctions (Junction cap.)
Inductor: Well, you have inductance when you make loops of conducting meterial. Think about a regular inductor... it's just magnet wire wrapped around something. So, this is what you do in the IC world as well. You make loops of metal material and you have an inductor.