To create concept art is to sketch out a rough draft of a project you are planning. You can create concept art for drawings, paintings, sculptures and any other type of project. The most important rule to remember while creating concept art is that there are no rules. There is no right or wrong way to map out your thoughts, but staying as relaxed and focused as possible will allow the ideas to flow easier.
Take a few moments to sit and visualize the project you wish to create in the future. Even if you only have a general idea, even the smallest thing is enough to work around.
Begin sketching outlines for the design of the project on some drawing paper, using light lines that can be easily erased as you develop the idea further. If it's a three dimensional project, include different sketches for each view to ensure major details are not left out. For drawing and painting projects, sketch out a wide range of possible expressions, positioning and general style to be used in the image. Explore characters, landmarks and other identifying features of the project by drawing them from as many angles as necessary until they are familiar to you.
List any notes as necessary next to the sketch to record different possible details that will apply to the final product, such as notes about the preferred color and/or texture being used in specific areas, emotions to be represented and expressions to get across.
Darken your lines as you become more confident in the design, erasing any stray or unwanted lines as necessary.