You'll need a good supply of hankies. You can order them online or find them on Ebay. Or thrift them like I did.
Pin them together and stitch at edges. Don't worry if they are all different sizes as this adds to the charm.
Sew four panels with a casing at the top to fit on the curtain rod. I didn't sew the panels together, rather left each one to float in the breeze. :)
Hang & enjoy!