No. Gravity isn’t a physical material so nothing can be made of it. Gravity is the attractive force created by the mass of an object.
Black holes are stars that were once millions of miles across collapsed down to something far smaller than our earth’s moon.
If you know anything about an atom they consist mostly of empty space defined by their electron shell.
When a star dies, the fusion energy that once kept that sphere expanded releases and the mass collapses inward. This collapse is so violent that the atoms themselves are ripped apart causing a super-nuclear blast called a super nova.
Sometimes the mass of the star is so great that even after it novas the remnant left behind is a mass of neutrons crushed together. These things often spin up as they crush down to something like 30000 rpm. If you can imagine a sphere the size of Chicago spinning faster than a router bit.
Because the material of the black hole core is just raw neutrons smashed together, a bit of it the size of your thumb would weigh in excess of 10 MILLION tons.
As we said at the beginning of the question… mass creates attraction. When the mass is the equivalent of 10 stars the size of the one that Earth orbits smashed down to 20 – 30 miles across. It generates an attractive force so strong that light can’t escape and only high energy particles are vented from the poles along the axis of the accretion disk. This is why pictures show those plumes coming from the top and bottom.
So, black holes aren’t made of gravity… they are made of neutrons … and stuff we’ll never figure out… because everything that gets near one is roasted by radiation or torn to atomic shreds.