The tandoor oven (there are variant spellings) is ancient. There had been tandoor-style ovens for thousands of years before this terracotta figurine was made. The YouTube video that follows shows someone making an oven very similar to the one pictured above:
There are lots of good YouTube and Vimeo videos that show baking in the tandoor. I include two here. If you want to make your own modeled on the ancient Cypriot example, I suggest you make the form out of damp sand and make the oven out of a 3:1:.5 mix of sand, fireclay, and Portland cement. If you are experienced working in clay that you have mixed yourself, then omit the Portland cement. The .5 ratio of Portland cement insures that those of us who are not skilled in this don’t have to worry that a mix that is slightly too wet will slump. The Portland cement causes the clay to cure. The cement will burn off when the oven is fired.
As you will see when you start looking at the videos, the shells are often built into a box that has enough room between the walls of the box and the oven shell to let you fill it with sand to act as an insulator. If you are just using the oven to bake a few flatbreads, then I advise not bothering with insulation.