Pics when you get it up!
Lots of materials you can use. My local club uses layers of trampoline material in a wooden frame. These layers are one face behind another.
Other materials you can use are cardboard stacked in horizontal layers and tied together. This will provide a much longer use than if you used a face. You can reinforce it with old carpet, too.
For a backstop you can use a big rubber mat like you see from Office Depot and hang it from the ceiling a few inches from the wall. Not much will get through it.