Tutorial on Creating Feats
 

Is there like a wiki or a video that can walk me through creating custom feats?

If you open HL, the "Help" tab has links to Help and tutorials. The same when you open the editor. There are HL videos on YouTube too.
Generally, what might work best is for you to open existing feats within the editor, and look at how they are coded. Try copying part of a feat that does something like what you want, and/or ask questions here if you get stuck.

How hard are feats compared to making monsters?

Depends on what you want the feat to do. Some are really easy, others are fairly complex.

What levels can you take feats?