The ODM gear

The omni-directional mobility gear lets you fly between walls and trees, and climb onto Titans to cut their nape. You need three things: the ODM Harness, the ODM Gear stored in it, and an ODM Grip in each hand.

Wear it

Put on the ODM Harness. It goes in the leggings slot.
While you wear it, your inventory gets one extra slot, just above the off-hand slot. Put the ODM Gear in it (or shift-click the gear). Only ODM Gear and Anti-Personnel ODM Gear fit there.
Hold an ODM Grip in your main hand and another in your off hand. Each hook works with the grip of its hand: the left hook with your left hand, the right hook with your right hand.

The gear stays inside the harness when you take the harness off. The ODM Gear cannot be worn on its own.

ODM Boots are optional: they cut fall damage by 70%. While a hook is attached, you take no fall damage at all.

Ultrahard steel first

Almost every part needs Ultrahard Steel Ingots, and they are not made on a crafting table but in the Hardened Furnace:

2 Iron Bamboo + 2 Raw Iron = 1 Hardened Iron Bamboo.
1 Hardened Iron Bamboo + 1 Iron Ingot = 1 Ultrahard Steel Ingot.

Each one takes 200 ticks (10 seconds) and fuel. The furnace also refills Gas Canisters: see Gas and blades. To build the furnace itself you need Ice Burst Clusters, which drop from Ice Burst Shard Clusters.