I found some fantastic fabric at Ikea (of course) and we had plenty of scrap wood in the garage. It was maple though, and I wouldn't normally recommend using such a hard wood because it's nearly impossible to staple the fabric into the wood. Use pine if you diy this yourself...
This is the frame up against my very dirty dining room table (we just had come back from vacation) It's a simple butt jointed square with a single support in the center. Screw it together. Use some glue in the joints. You can make this whatever size you need for the fabric.
Then stretch your fabric on the frame. I do the center first. One staple on the top and one on the bottom to stablize the fabric and make it easier to deal with. Then I staple the top, then flip it, pull taut, and staple the bottom. Pick a side, pull and staple, and then the other. Don't pull so tight that the frame shifts or the fabric pulls, put it should be tight.
I attached two d rings to the frame at the top corners and hung with picture hooks that each can handle 40 lbs. A little overkill I'm sure, but it won't be falling down. Also, this way it can swing up and away from what is behind this dog, which is a window. It's never really opened due to it's location so It's okay being covered for now. I think it's too big for the space, but the boy loves it and so it stays.
The whole thing cost me 3.99. The wood was free and the staples were free. When the boy tires of it and wants it gone- I have no issues since it was just so darn cheap!