Hypothetical: you're running a game in an established IP that has ongoing books/games/movies/shows coming out. You're using the official system for the IP, so you get official stat blocks for all the cool stuff that comes out. Only there is something totally cool in the episode of the show that dropped last week and you really want it in your game. So what do you do?
Just Make It Yourself
I mean, you could just not do it. That's a fair answer too. But if you want the thing in your game, and you don't have official rules, you just have to make it. So how do you do that? You're not a professional game designer (unless you are) and that stuff can be hard right?
Step 1: Find Something Similar
Let's say you're doing a Star Wars game. You want to do Poe Dameron's X-Wing, but you don't have any source books for the new trilogy of movies. You still want it. So first we go to the X-Wing stats we do have. This is where that new X-Wing came from, so great, we have this.
Step 2: Identify What is Different
Now we need to identify the differences. The less differences the less we need to change. Generally the 'new' things we see are going to have more bells and whistles because shows want things to be cool so they add onto it. Sometimes they also remove things. One of the big differences we have in Poe's X-Wing is the booster it demonstrates in the beginning of the Last Jedi
Step 3: Modify To Cover The Differences
First we'll want to figure out what we're adding. You probably don't have stats for an X-Wing for a booster, but there likely is stats for a booster or an acceleration package for vehicles in the rules somewhere. So grab that. Add it to the X-Wing stat block. Now we have an X-Wing with a booster!
Step 4: Consider Trade Offs
Do you want to give trade offs for that booster? This is more a consideration for balance. I don't worry to much about balance for home games I'm running, but if you want to share the stats you may want to. Generally the stronger something is the rarer and more expensive it should be. And you'll want some trade offs somewhere. Less armor to make up for faster acceleration is a common thing. It's not necessary, but you can do it.
Step 5: Test It Out
Honestly, I'd recommend doing this before Step 4 for real, but it is always good to consider trade offs during initial implementation. You can either test this out in game - let your players know you're testing the stats out and they're prone to change - or you can run some mock combats/situations with the new thing to see how it plays out. This is also a good time to ask others you know for feed back.
Step 6: Revise
Once you test it out, decide what you like and didn't like. Revise. Go back to Step 3 and try again. From here you're basically in a loop until you love it.
I Don't Want My Players To Know I'm Using Homebrew
Then don't tell them.
I'm not 100% sure why you wouldn't want them to know, but that is for you to decide not me. This means you can't revise and test in game, but otherwise it doesn't change anything. Well, aside from you'll have to figure out 'where' you got the stats from, and someone might check that out and find out you're lying. Honestly, better to just not homebrew if you're in a situation where you're going to lie about it.