To make the Ninja chess set you will need...
If you do not have access to a paper/vinyl cutter then scissors or a craft knife can be used.
If you have access to a laser cutter then download ninjas_cutout.dxf and cut it out twice in 3mm acrylic. Ideally one set should be in black acrylic and one in white, but any colour will suffice.
If you do not have access to a laser cutter then you can send the file off to be cut for you, or find something else to stick the stickers on. A set of low cost plastic shot glasses can work well.