To make ground okra yourself, pick it, wash it, stem it. Then put it in a dehydrator until it is completely dried out (one could presumably do this in an oven set to a very low temperature for a very long time, though I have no experience with this). Then grind it up in a coffee or spice grinder and store well-sealed in a cool, dark cabinet.
If you prefer not to make it yourself, the powder can always be purchased, like the jar pictured above from UNIKeats by Morou.
Related: Five Communal Dishes from Mauritania
(Image: UNIKeats by Morou)