I saw people on Pinterest making box valances out of foam, batting and fabric and I was so giddy with how easy it seemed. They add such a polish to a room and right up my ally for a rentervating project with how cheap of an investment they really are.
I used leftover foam from the headboards. We had to make these from two pieces because the window is so wide. I let Ben engineer this but it was really simple. He put a bunch of straight pins in one side and then hot glued it when he shoved the two together. Then we glued on a separate panel on the back to hold it together. We made it a bit smaller then the height of the rest of the structure so that we could still staple the batting and fabric to the main pieces.
The corners were the same concept with straight pins and glue.
Here is the finished structure.
How you install it is really up to you and where you are putting it. For us, we already had a simple wrap around rod on that window so we decided to use that. We took 3 binder clips and stretched them out so that they could rest on the rod. We glued one on each side and one in the middle (on that support panel in the middle). This thing weighs nothing so we were not too concerned with that being an issue.
After we made sure that it worked, we upholstered it with the batting and fabric, the same way we did the headboards.