To start with you'll need Lath strips, which I bought at Lowe's but they also carry at Home Depot. Secondly you'll need a staple gun, an electric one works best. There are certainly other ways to put the strips together, but for sheer ease and speed the staples work best.
Cutting the Lath strips is easy and can be done either with a saw, or
with tin snips or other large scissor type tools. Try to measure these
out so you waste as little of the strips as possible and cut the following
Begin piecing these together using this drawing. The best method is to build each side separately. You will set the spacing between the verticals by eye, just make sure they look about even. Remember, this is supposed to look old and medieval, so its probably better if it isn't perfect.
To put the pieces of Lath strip together, simply lay them on top of one another and staple where they cross. Be sure to do all the sides the same, for example if on the front you lay the verticals on top of the horizontals, be sure to do that for all the other sides as well. This isn't as important during this step (the sides can be flipped around and still be the same), but when you are putting it all together you want to make sure it looks the same on all sides.
It is up to you how you put all the sides together to form the finished cage. You can purchase L shaped brackets, you can cut and put small pieces of wood in the corners and screw each side into them or you can simply drill holes at various points in the front and side and run thin gauge wire between to hold it together. In all honesty I found that brackets work best at the top and bottom and where the cage splits, while wire held the verticals together just fine. The hinge at the split is also up to you, if you want to go buy some hinges and mount them that is fine. You can also simply drive a couple of screws in and wire the cage shut once your skeleton is inside.
As for paint, this step is also up to you. I started with a base of a dark grayish brown. I then used a can of black spray paint at a distance to simply give it a light coat of a darker tone. Last I took a rust color and dry brushed it on sparingly, mostly at the joints and where a metal cage might really rust. As a final detail, you may wish to take rounded thumbtacks and place them at all the places where the lath strips cross to simulate rivets. This is a great little detail that really sells the metal look.