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It depends on how much distance you want the electric arc the traverse. There is something called dielectric breakdown, which is what happens when a material which normally doesn't allow much current to flow is changed and current can flow much better. This is what happens with a spark forms in air.
Dielectric strength describes how much voltage is needed to cause dielectric breakdown. For air it is about 3 MV/m. So if you wanted to create an electric arc across a distance of 1 meter, you would need about 3,000,000 Volts.
There are a number of different ways that high voltages can be created. It can be dangerous though. I recommend against it unless you know what you are doing.
I need to built something it can generate from 0V to 1400V device. What are the component I need? Any book or website that I can find more about how to built a circuit?
simpliy use auto transformer and change the tap as per your need you will have your required voltage, and for creating spark you can do it at smaller voltage too (certainly not 1.5 volt) and even at MV ;)
step up the voltage and have your desired voltage , but keep in mind not for MV for that you need MVA transformer