Paint or finish the parts that need to be a different color, and set them up as you would any other chess set. Have fun!
Step 2: Building the pieces.
This uses lots of specialty and odd parts. Depending on where you buy them (I went to Ace), you may have to special order some. My pieces all use 1/2" diameter parts. The bases are all 1/2" kep nuts or phlanged hex nuts, depending on what you can find. Castle nuts were used in the kings, queens, and rooks. Threaded rod was cut for the rooks, bishops, and kings. The bishops are topped with lock nuts. You could also use cap nuts. I have several washers on some pieces, and a toothed washer on the kings and queens.