For example we have a regular grammar
S$\rightarrow$aA
A$\rightarrow$a
we can write above grammar as
S$\rightarrow$aA
A$\rightarrow$aF
F$\rightarrow \epsilon$
Now corresponding FA M = ({S,A,F},{a},$\delta$,S,{F})
where $\delta$ are as
S x a $\rightarrow$ A
A x a $\rightarrow$ F
Above may be NFA or DFA or $\epsilon$ -NFA , convert as per required