Torrone is a traditional Christmas dessert that has several variations depending on the region.
In the US most torrone you can buy is the soft nougat variation with toasted almonds and/or pistachio (pictured above) which is typically sold by Ferara (see link below)
Make your own torrone from Food Wishes. It involves about 1.5 hours of stirring, but it is worth it. Wafer paper is available from a link below.
How soft nougat torrone is made by Termini Brothers bakery.
Another type would be similar to peanut brittle made with almonds. It is mostly made with sugar and an equal amount of almonds.
The recipe calls for cooking sugar under low heat until it starts to caramelize. It is important to stir often as the sugar can go from liquid to black quickly. The sugar wil also get very hot so avoid touching the sugar in the pan directly. You may want to use a candy thermometer to monitor the sugar temp. You want to keep it in the Hard-Crack Stage 300° F–310° F /148° C–154° C
Here is a great video showing you the process.