To create a cornice first thing you need to do is figure out what shape and size you want. I first went to "google images" and typed fabric window cornice ideas. After deciding what looked good I made sure to measure the window and write down the measurements. Basicly the cornice is a box without the bottom. So I copied and pasted a photo I found of a cornice sketch on google then typed in my measurements. Then go to HD and decide which wood sheet to buy. Mine was like $8 for a big massive sheet (pretty cheap).I didn't even have to cutt the wood because if you go to Home Depot or Lowes with exact measurements they will cutt the wood for you free of charge. This is great because they have a huge saw that will cutt exactly the right size and exactly straight.

Now take your wood pieces and assembly using lots of wood glue. Let it dry completly before dressing with fabric.

After choosing which fabric you would like (Always a good idea to go to Joann's because you can get 40% coupons online. Just google Joanns coupons)now comes the fun part. You will need a staple gun and sizzors. Then dress you cornice accordingly (kind of like wrapping a gift, go slow to make sure it looks perfect).

Now screw in the L bracket. One for each side. We kept our blind head rail on as you see in the picture.
Then put the cornice dirctly on top. If you are doing a large window I would probley also put a screw underneath thru the L bracket. This window was small so it just rested perfectly on top of the brackets.

Before

After