There are so many different ways to build to this match that it's hard to choose just one, so instead I'll just say this: regardless of how you book it, save the match for Wrestlemania 32 and do not pin or submit Brock Lesnar (cleanly or otherwise) in a match before then. If he loses a triple-threat match without being pinned or submitted (like one of the rumored ideas for Summerslam that pits him against Rollins and Reigns in a three-way), then I'm cool with that but otherwise, no.
As for how to book the feud, here's one idea: Come January, Paul Heyman comes out with Brock and announces that Lesnar is entering the Royal Rumble match. Heyman begins ranting in his usual impassioned zeal about how Lesnar's gonna dominate everybody and win the Rumble and headline the biggest Wrestlemania of all time, and then Kevin Owens comes out and rudely interrupts him. (Interrupting Heyman's speech just to get in Brock's face sounds like just the type of thing that a cocky and overconfident heel like Owens would do.) He tells Heyman and Brock that ever since he burst onto the scene and started running roughshod over everybody, 'Kevin Owens' is the name that emanates feelings of intimidation within everyone now, not 'Brock Lesnar.' After some back and forth between Owens and Heyman, Brock snatches the mic from Heyman's hands and tells Owens that if he wants to fight, then all he has to do is make the first move, but Owens slowly backs away instead, taking a line out of Lesnar's book as he does so by telling him that he's a "prize fighter" and that means they'll fight on his terms, not Brock's.
At the Rumble, Kevin Owens is the iron man and has the most eliminations of the match so far, but then Lesnar's music hits and the place goes into a frenzy at the prospect of these two squaring off. Brock eliminates Owens, but then Owens re-enters the ring a few minutes later and starts brutalizing Lesnar with a steel chair. He leaves and as Brock slowly stumbles back to his feet while staring at Owens up the aisle with piercing eyes, someone comes up behind him and dumps him out, and Owens continues walking to the back while laughing to himself as how badly he just fucked over Lesnar. (Anyone remember how Brock fucked Goldberg over at the 2004 Royal Rumble? I'm envisioned the very same thing here, only with Brock in Goldberg's role and Owens in Lesnar's this time around.)
I could type a lot more, but I don't want to write an entire novel about it, so I'll just leave it off there. That's more than enough to stir up tension between them. Just have the feud continue to escalate and become increasingly more personal from there and you're golden. Oh, and as for who would be the face of the feud and who would be the heel, there's no need to even have those kind of alignments in this match. Owens would probably feel more like the heel and Brock the babyface, but the audience isn't gonna completely boo either one of them, so who cares. Just like The Shield vs The Wyatt Family in 2014, just throw them against one another and watch the audience chant "This Is Awesome!"
