The only tools you need are a sharp knife and toothpicks, a needle or something to drill holes for them.
Step 1: The head
Once your head is done, you can use your knife to cut the wood slightly, to make somekind of feathering.
Then come the body.
Step 2: The body
The biggest part await you here, we will build wings! That's not as complicated as it look, once you have your 2 same curved branchs for the base of the wings, it's ok.