1) Draw out the design, including all measurements, and start by building a basic box out of plywood.
2) Add shelves, then add solid wood face-frame to cover the exposed plywood edges.
4) Add base molding to the bottom of box and crown molding to the top.
5) Build and hang doors.
6) Sand and paint. Here, joint compound (like used for drywall) is handy to fill nail holes and imperfections. It accepts both paint and stain fairly well.