Irrlicht Engine

I was wondering how would you go about programming a custom scroll bar to a list box or a window?

Could you be a little more specific?
Are you talking about the built-in GUI namespace (irr::gui) or about a Win32 window? I assume you're talking about irr::gui. In this case, have a look at the API documentation:
[*]Scroll bar
[*]Skin
Good luck!

You simply inherit from IGUIUnknown. Then you just write code which move marker along some line and store its relative position as integer or float which user can get via some kind of get() function.