Step 1: The bag
Step 2: The materials
When you're satisfied you can draw the layout on a big paper sheet, so you can follow it to cut, bend, glue the pieces of frame. This frame could be made of wooded boards, probably plywood, or made, as I did, from plastic baseboards. Indeed that material is often very malleable if heated up, and you can cut it with a pair of big scissors. Pay attention to find the right material, not all the baseboards are good.
I've glued each piece with hot-glue, then you probably want to paint everything black.
You also need some cushion material, as you see in the picture I've cut each shape to fit the right compartment.