According to this question, the pharoah of Egypt in the time of Moses gave a burnt offering to Moses.
This inspired me to do research (read: google) about gentiles bringing in burnt offerings.
From this website:
"An olah could be brought from cattle, sheep, goats, or even doves. Gentiles were allowed to bring an olah in our Temple, unlike the rest of the kinds of qorbanot, which were reserved for Jews alone within the Temple itself; it should be remembered, however, that Gentiles are permitted to build their own place for qorbanot, and offer them to God themselves, and are promised reward for this meritorious behavior. "
So, gentiles are allowed to give burnt offering in the temple. It also says gentiles are allowed to build their own place to give this burnt offering.
What are the specifications of such an alter built by gentiles, and after building, what is the process of such an offering done by a gentile?