I wish to build and get 3.3V from LM7805 voltage regulator with some extra parts like resistor and maybe a zener diode.
How can I achieve that, is it even possible to do that?
What you want is probably something like this (3.3 ohm resistor, 1N4728A Zener):
I used two loads 8 and 16 ohms to simulate approximately the current range you want. Beware that as the load current decreases, the power dissipation on the Zener increases.
Regulation is pretty "meh" as you can see.
If you're trying to do this you might as well build your own from scratch:
credits to www.google.com
Alternatively, just put a 6Ω 3W resistor in series with the 5V output. That will keep it around 3.3V for a steady current like you described. Don't forget you can always parallel cheaper ones.