Making custom vinyl records

So I'm new to the vinyl collection thing(got my first vinyl just over a year ago) And I was wondering how to make custom records with copyrighted music on them. Now before you say "its illegal" (Which I know it is cause copyright infringement) I just wanna know how people get away with making records like "transmorgrification"(the chappell roan unofficial lp with alot of her unreleased songs on it) and selling them online and at record stores for a profit? Because custom records that are made online wont allow copyrighted music or artwork be used or made. Because I wanna make a few 7" with unreleased songs by my favorite artist on it just for my personal use, so I can have it on vinyl. Sorry if this is a tough read but it really sparked my interest into record making and I can't really find an answer online without them throwing that its copyrighted and illegal. Thanks!