The first step to constructing the the side walls was purchasing some plywood. Unfortunately here in Central America, the selection of wood is pretty poor. If I was in the States I would buy some oak veneer plywood, but I am limited to some really rough looking 1/2" stuff. After cutting the pieces to fit the frame I attached the sheets.
Once I had the plywood attached I decided I wanted to go with a different look. So I took the plywood off the frame and sanded it all down and stained each piece. I ended up applying many coats of stain over a weeks time. The next step was the trim. Again I was limited to Central American hardware stores, so I bough the nicest piece of plywood available and had it ripped down to 3" strips. I then cut those strips to fit around the walls I had previously cut. I then also stained the trim to match the walls.
With the walls reattached to the frame, I then attached the trim using small finishing nails. Its important to sink the nails in, so you can fill each nail hole with wood putty. After the wood putty dried, I carefully sanded down the putty and gave everything one more coat of stain.