To make a cornice board, gather a circular saw, tape measure, framing square, pine boards, wood screws and wood glue; measure the window frame, adding 4 inches to this measurement; and cut two pine boards accordingly. Lay one board flat, and run a line of glue down the bottom of it. Lay the second board perpendicular along the glue, and screw it into place. Attach the end pieces to complete the cornice board, and then attach the batting.
With one board flat and the other sticking straight up, run two lines of glue along the end edges of the boards. Press a third board against the glue so it is perpendicular to both of the other boards, creating a flat end piece. When the glue has dried, screw the three boards together. Mark where the board extends past either of the other two boards, and cut at this mark, removing any excess wood.
Select a piece of fabric slightly longer than the cornice board, and stretch it taut across the top and front of the board. Using a stapler, fasten the fabric along the base of the cornice board's front, and leave about 6 inches that extends past the back. Fold the remaining fabric along the end pieces with a vertical seam, tuck this fabric into the interior of the cornice board, and staple it. Trim away all excess fabric.