Photos don't do the shapes justice, you'll have to see them with your own eyes. Go make a few and experiment.
Step 1: You will Need...
Nails (or paper clips or coat hanger bits. I picked nails because they were handy)
A small torch or soldering iron.
Soapy Water and string for dipping the shape.
Standard warnings: Fire is HOT, Flux is corrosive, lead-free solder is better than leaded solder. I can guarantee you will burn your fingers picking up a shape before it is cool, because even though I've done this stuff a lot, I still am too impatient.
Step 2: Solder metal bits together into a shape
Some helpful hints:
A third hand is really useful here
You can be sloppy with your solder joints, because these are not bearing any force. It just looks better if you make clean joins.
Step 3: Dip your shapes into soapy water and be amazed
You will need to hold these shapes by a wire or a string. Using your fingers will be messy and sometimes it interferes with the soap forming into the nice patterns.