Picture frames are not as easy to make as one might think, unless you already have the parts and they have come apart. If this is the case you can take some Sticky Glue and glue the corners together. You may need to use a clamp to hold it while it is drying. Then take very small nails, VERY SMALL, and tap them into the back of the frame to hold one piece to another, or use a bracket of some kind to braes them together. And then paint them what ever color you want. If the glass is gone I go get a piece of plexy glass cut to size at the hardware store. Now makeing a frame is very different, It requires an electric saw that can cut at a 45 degree angle.Sometimes lumber stors will cut it for you. I usually go to the lumber store and buy the kind of trim wood I like and bring it home and cut it and then use Tacky Glue and then staple it together on the back side. let it sit and then add
plexi glass, picture, and some Styrofoam backing or some kind of backing and VERY SMALL nails around the backside edge to hold it all in place or go to Hobby Loggy and get some frame pieces to glue it back there to hold in the picture and backing.
Sometimes at your Museums they have inexpensive classes for adults to learn how to frame also. You might also go to Ask.com and ask How to make picture frames. I always try to remember what style I am going for and in what room I want to use the lamp and then I look for the things and colors I am going to use. I have seen lamp shades covered in small seashells, and others covered with faux flower petals. Let those creative sparks fly!