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.
Step 3: The Wings
First, you need 2 curved branchs, with the main angle as similar as possible, execpt if you want to ad some motion, you can do as you want :). Remove the bark, make them smooth, and put aside.
Take several pieces of wood to prepare your feathers. I will describe the process for one, then you just have to proceed the same way for the others. It's important to begin with the top feather so you can sculpt and adjust your others as you proceed.
Start by shaping one side of your stick, as plan and regular as possible.
Then make the same thing on the opposite side, to make a flat piece of wood, making sure you keep as symetric as possible to keep the core of the branch in the flat piece of wood. It's softer so it will help you drilling for the toothpicks !
Now take your curved branch, and place it above your flat piece of wood, as shown in the picture.
Place marks where you want to drill your parts and proceed this way for both wings. I could explain with a longer and boring text but i guess pictures will speak for themself. Anyway if you have questions feel free to ask !!