I loved the Schlafly Hefeweizen when we lived in St Louis, Is there instructions on homebrewing Hefeweizen

Well, their website has a pretty good hint about how to make this beer. It really depends on your equipment, but this is a pretty straightforward american wheat ale.

Just use a blend of 30% wheat / 70% pale 2 row malt with the hops listed and make sure to use American ale like US-05, WLP001, or WY1516 and you'll probably get pretty close.

This question actually has several answers, and additional questions.

The first additional question is if you have experience with homebrewing?

If the answer is negative, I suggest that you first start with a commercial kit for a hefeweizen, so that you get to know some of the basics of brewing beer, to know sanitation, fermentation and bottling. If this succeeds, then you have something to drink that you can compare with the Schlafly and others.

After that you can move into all-grain brewing, but I recommend to buy a good book like John Palmer's "How to Brew", or something from Emma Christensen.

If you have experience with home brewing, have a look around on the internet on how hefeweizens are brewed, and get further experience with pre-packaged weizen yeasts (like Mangrove Jack's Bavarian Wheat yeast or something similar, but not the WB-06 yeast).

If you have done this, the next step would actually be to propagate yeast from a bottle of Schlafly hefeweizen, and use that to brew your own clone of it.

And that brings us to the last point: what you want to brew is a clone of the Schlafly hefeweizen. But for that you would need to get to know the ingredients: malts and hops. But it seems that you are a bit on your own for that, I didn't find any clone recipes on the internet.