I would start with a sturdy base (recommend MDF), glue on your central pole and support poles in a circular or square pattern (recommend balsa wood dowels, center should be thicker), Run some jute or hemp cord from the support poles to the central pole (leave it a bit slack), now for the tricky part thin some glue (recommend Carpenters) and place it in one of those disposable paint trays.
For the last part you can use either paper towel (which draps a bit more naturally but isn't as durable) or the thinest cloth you can get (not quite as natural but far more durable, old cotton T-shirts work great for this). All you do is soak the papertowel or cloth in the thinned glue and drap it over the tent supports. Cut your entries while it is wet. Let it dry, then go back and paint it with the thinned down glue until it is hard enough for your liking.
Paint on bright guady colors (strips work well), wash with thinned black/dark brown paint (though tea also works).
Add some tent stakes (1/2" tall balsa wood dowels with the tops lightly hammered) to the perimeter (two per pole is about right) and add some jute or hemp cord as guy lines.
If you are really ambitious you could make the tent it self removable so you could play inside (just put some of that clear plastic cooking wrap over the poles before you drap the paper towel or cloth)