Check out Restoration Hardware. They have some awesome bed set-ups for girls' rooms.

Check youtube for videos on how to do this. I'm sure it's very simple.

Looks custom. A simple upside down box like structure with some kind of decorative moulding glued or nailed to sides and top. I am guessing it's simple chintz fabric stapled underneath and then curtain tiebacks on the sides to create the swag. Play with it. Believe it or not most elaborate curtains like this are often made with household items like paper towel rolls, rubber bands and plastic bags for pouff stuffing. Not what you see on the outside at all. Haha. So don't be intimidated. Get creative and have fun with it. Scissors, glue gun and a staple gun are a designers best friend!

Here's a few simple ways to make something similar. You can use a wall plant hanger, curtain hardware, or small shelf. Sheer curtain scarves would work well for this project.