Follow these instructions to get a Qubes build environment: Qubes Builder | Qubes OS
Navigate to the qubes-src/vmm-xen directory, add the patch, bump release, and add the patch as an additional source in the spec file. Here’s an example: Add xen pstate patch · dmoerner/qubes-vmm-xen@4e91db0 · GitHub
By default, this will build against Xen 4.14.1 for R4.1. If you’re on R4.0, you’ll need to edit builder.conf and checkout a different branch of vmm-xen first. (Also make sure the patch applies against the correct version of Xen.)