This is a very basic overview of how to make this lamp, inspired by this red one: http://www.instructables.com/id/Universal-lamp-shade-polygon-building-kit/step5/Other-Ideas/
It was a learning experience, and I can tell that some of my choices weren't ideal. However I never got around to coming up with something better, so here you are. Also I made this 2 years ago, it might be a little vague, sorry.
Step 1: Materials
What you need:
-Persistence and creativity to actually get this to work out how you like.
-Some electrical knowledge, or someone who has that, or some sort of kit, or an existing lamp.
-A large, bendable, translucent material that wont melt or burn. I used mylar that I found at the book store near the art campus. I bought it by the foot, and you'll need to figure out how much you need by planning out how you can cut out the pieces.
-Two-way tape or something equivalent.
-Wire - a coat hanger could work
-a socket, light bulb, cord, switch, and chain, soddering tools