As a Japanese contribution to the High-Luminosity Large Hadron Collider (HL-LHC) upgrade, KEK is in charge of developing the beam separation dipole cold masses. The full-scale prototype magnet (MBXFP1) was constructed in Hitachi and powering test at cold was conducted at KEK. After the test, the magnet was returned to Hitachi for the final assembly of the cold mass. The pressure vessel design of the cold mass was carried out by KEK in accordance with ASME code. A new design of bus leads was proposed to satisfy the requirement of flexibility as well as mechanical support and electrical insulation. Welding of the extremity pipes was challenging due to tight position tolerance. This article reports the structure, pressure vessel design, and assembly of the LMBXF prototype cold mass (LMBXFP1) including bus work, instrumentation, and welding works with geometrical measurements.