star wars - When did Darth Vader get his red lightsaber?

Between Episodes III and IV, when and how did Darth Vader obtain/construct his red lightsaber?

Answer

Vader built his lightsaber within five years of his fall to the dark side

Cross-referencing Wookieepedia's timeline of canon media and article on Anakin Skywalker, I believe the canon source which first depicts Vader after his fall to the dark side in Episode III is the novel Lords of the Sith. The events of that novel occurred five years after Episode III, and the novel does mention that his lightsaber is red:

The red line of Vader’s lightsaber flashed, deflecting the shots back at the Twi’lek, putting a dark hole in his chest and another in his face.

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No canon source appears to describe how he built it (or if it was given to him), but presumably he built it just as he built his lightsaber as a Jedi.