While technically a powder is a solid, I'm sure you are asking about how to agglomerate a powder into a solid object. This can be done in a variety of ways. Trivially, you could add a reagent that reacted with the powder to produce another solid as is the case for adding water to portland cement powder. Or you could add a solvent/plasticizer to a powdered resin or latex and allow them to form a solid object as is done with latex paints. You could also sinter the powder into a solid object as is done with ceramics and powdered metals.