One of the easiest ways to build an ExodiaDeck is to focus on cards that allow you to draw from your Deck.
Keep the Deck at around 40 cards. Try to add cards that allow you to draw additional cards.
Look at other cards to try and figure out combos that will let you draw more cards. The more cards you draw, the better you chance of getting all 5 Exodia pieces. But watch out for card effects that will force you to discard!