Put number 1 in the middle of the top row. Put the numbers 2 up to n (= lenght of the square) each time (using a chess knight movement) 1 cell to the right and 2 cells down. Put number n+1 below number n. Put the numbers n+2 up to 2n each time 1 cell to the right and 2 cells down. Put number 2n+1 below number 2n. Etcetera ...
5x5 symmetric magic square
You can use this method to construct magic squares of odd order from 3x3 to infinite and you get a symmetric (but not pan)magic square.