In a nutshell, Wudu is a ritual performed by Muslims before they pray; ablution. You wash some body parts with water and you say some religious, short word-prayers in the process. The order of washing your body parts is important.
These are some of the verbs that collocate with Wudu explained in detail via the links below: To perform/to have/to make/to do Wudu
My question is I feel that do Wudu fits better than the seemingly widely used verb make Wudu. Though both are used I believe.
For starters, I feel that make Wudu is to prepare a container filled with water and another (drain basin kind of) to get the water you wash your limbs and other body parts with, a tradition used long ago when you perform Wudu. This is a usage I think in the old times before the use of facets.
Vaguely, do is for actions while make is for building/producing/preparing something.
If you have checked the links, if needed, what would you use? Do Wudu or make Wudu?
A Youtube video-with a chant skipped- that shows you how to [perform] Wudu step by step
A step by step wikihow with pictures: How to Perform Wudu