There aren't any passages to my knowledge. Very likely she crafted it during her times in exile to the North. (At least, that's what I always thought)

(Haha, the question popped into your head when I mentioned it during my debate with DiGoRyKiRkE, didn't it?)

That's a good question. C.S. Lewis probably didn't think about it much. LWW was the first book he wrote, and he wasn't planning to write any more at the time. And evil people with magic wands are a pretty common, accepted thing in fairy tales. So he probably didn't feel any need for an explanation.
I agree with DiGoRyKiRkE, that she made it in the North.

Or Tash could have given it to her... Nah, I'm kidding.

~Riella

No there is no indication of where it might have come from. So I guess its just up to us to fill in that gap with our imagination!

I always imagined that it was something she found in her exile. Another thing attached to Narnia that was similar to the deplorable word of Charn. What do you think?

Does anyone have any idea what the wand is made out of?

The book says it is made of gold; so the magic probably isn't in the materials of the wand itself, but more likely in the magic Jadis put in/over the wand. The wand makes the gold magical, and not vice versa.

And I have really no idea where she got it. I always assumed it was made in her exile up north.

ChristProclamer, It was made from gold? That's pretty cool! Wasn't it silver in the movie though? Hmm, maybe they thought that would be more in colour with the WW. Can you give me the quote where it says the WW's wand is gold. I don't remember reading it.

ChristProclamer, It was made from gold? That's pretty cool! Wasn't it silver in the movie though

Yep, it is definitely made from gold. . . and honestly, are you surprised that it was changed in the film

Here is the quote from the book:

But behind him, on a much higher seat in the middle of the sledge sat a very different person - a great lady, taller than any woman Edmund had ever seen. She also was covered in white fur up to her throat and held a long straight golden wand in her right hand and wore a golden crown on her head.

I think she probably made it, she was a witch after all.