The version I made is pretty sparse but you can add ladders, stairs, swings, pulleys, pretty much anything you want. Right now my son uses it for his peg people.
Step 1: Tools and Supplies
-A Sander (or sand paper and lots of elbow grease)
-A Drill with a Bit the same diameter as the dowel you intend to use
-A Large Board (or several smaller pieces)
-A Dowel Rod
One of the great things about this project is that you can make it from scraps. All of the wood in this project (including the dowels) I just happened to have around. You don't even need a lot and it doesn't even need to match.