Modern Bow strings are made of specialised synthetic threads such as Fastflight and Dacron B50.
Dacron B50 is normally used for wooden bows as it have more give than Fastflight.
However, Linen thread was and is still used by traditionalists, most leatherworking suppliers will stock linen thread, silk thread was used in the far east, hemp was also used to make bow strings.
I've made a bow string from a ball of hemp string i got from a craft shop for £1.
Nettle cordage can be used if its well made (not something I've ever tried...yet).
I'd avoid using nylon as this will have an ENORMOUS amount of stretch in it.
Do a web search on making a flemish loop string and an endless loop string, the Thread wrapped round the bow string is called serving and can be pretty much anything from cotton thread to fishing monofilament line.
Hope this helps
Andy