Craft it at a Bottle placed at a Work Bench
Use a Bottle or Pink Vase as the crafting station
Collect Sand and smelt it into Glass
Craft Glass into Bottles
Stand near a Honey source and use a Bottle on it to create Bottled Honey
Honey sources include Honey blocks in the Jungle Hive or Honey pools in Bee Hives
You can also buy Bottles from the Merchant if available, then fill them with Honey at a Honey source