There is no requirement for people concentrating in Philosophy to write an Undergraduate Honors Thesis; some people do so, many people don't.
To be eligible to write an Honor's Thesis, you must have completed at least six courses toward the concentration by the beginning of your penultimate semester and have received a grade of A or Satisfactory with Distinction in more than half of them.
To write a thesis, you need a topic and an Advisor and a suitable amount of time. There is no single model to follow, but one standard approach is this. You'd work on the thesis during the two semesters of your Senior Year. In the first semester, you might work through a reading program with the advice of your Advisor, meeting with her or him three or four times in the semester and writing two or three pieces of work—for example, discussions of existing publications in the field and sketches of your own responses to them. Over the break you'd pull together a plan for the thesis itself. In the second semester, you'd write a first draft of the thesis and then a final draft—expecting, of course, that you would continue to do some new reading, and that you might need to be flexible with your original plan. The thesis itself is due about April 15th (or more exactly, two weeks before the Friday on which the Reading Period begins).