Step 1: Design
All the math needs to be correct at this point since it'll tell you what sizes to cut all your pieces. Several websites offer calculators to assist you with figuring out the missing angles and lengths of wood if all you know is your max height or the angle you want to train for.
Be careful making your wall TOO steep or TOO vertical. If it gets to be more of a ceiling then many affordable holds may become unavailable to you and if its too steep then you won't truly be preparing for outdoor climbing. This wall measures to 36.6 Degrees.
Step 2: Panels
2) Paint the panels.
TIP: Take a small piece of extra wood and roll your trash bag down to a small circle and it'll catch all the drips off the side of the can and cleanup will be a breeze.