Measure your bay window area. Measure each window width from about half an inch to an inch outside of the leading edges of the bay window (those closest to the regular house walls) to where the corners meet for the bay window area. Measure the accompanying angles/windows as well.
Cut your cornice boards. Take the measurements from your windows and cut (or have cut by a lumber yard/store) the appropriate lengths of 1/4-inch board or plywood to accommodate your bay window. You are creating the top of your cornice. You may need to fill angles in to complement straight edges to get the appropriate look in some cases, depending on how far out you want your cornice to hang.
Assemble your cornice board. If you just want straight boards coming out from the wall, then take the measured pieces of wood and hang them over the appropriate bay windows, making sure to line up the corners of the boards with the corners of the windows. If you want more shaping, then use mending plates to join smaller pieces of wood to the main boards, filling in the "holes" in the wood where a cornice board normally would be.
Staple the male (rough) side of the hook-and-loop tape to the front edge of the cornice board.
Paint the underside of your cornice board white or a complementary color to your curtains and cornice board fabric.
Hang the cornice board. You can hang your cornice board flush to the ceiling or a bit lower. If you choose flush to the ceiling, you can use wood screws and anchors to attach it to the ceiling, making sure that your anchors remain secure, so the cornice doesn't fall due to its own weight. If you choose to hang your cornice board below the ceiling, use L-brackets to support the cornice board from underneath, attaching one side to the cornice board and the other side to the wall in the corners of the bay window.
Cut the 15/23 inch plywood (or have it cut) to the appropriate sizes to cover the front of each window area (from corner to corner/angle to angle within the bay window area) and two small pieces, which will be the pieces of the cornice board at the leading edge of the cornice, facing into the main room.
Cut the main fabric into pieces long enough to cover each piece of wood. Leave a 4-inch allowance on all four edges, so that there is plenty of overlap to fold the fabric over the wood.
Using the scrap fabric, make hinges for the two end pieces to attach to the two outside edge pieces. Choose the two pieces of wood that will be the "ends" of your cornice, meaning the two pieces of wood that will be over the windows closest to the regular wall of your house. Cut a piece of scrap fabric about 4 inches wide and as long as the short length of your piece of wood. Glue and/or staple this fabric to the back of the wood, putting approximately 1 7/8 inches on the wood. Glue and/or staple the other side of the fabric to the small piece of wood that is meant to face into the main room putting approximately 1 7/8 inches on the wood. This leaves approximately 1/4 inch of scrap fabric open to have room to move. Join the other piece of wood to the other outside edge in the same manner.
Cut the polyester batting to the same size of each piece of wood or joined pieces of wood.
Layer your cornice. Lay the main fabric down with the outside (side you want to see) face down. Lay the batting on top of the main fabric. Lay the board on top of the batting. Center the board and batting, so that there is approximately 4 inches of fabric available on all sides to fold over the board.
Fold and secure the fabric to your cornice. Pulling gently on the fabric, fold the sides of the fabric around the batting and board. If you wish, you can temporarily anchor the fabric to the board using push pins, similar to using regular pins to anchor two pieces of fabric before you sew them together. Staple the fabric to the board on both sides. Pulling gently on the fabric, fold the top and bottom of the fabric around the batting and board. Pin in place (if you wish) and then staple the fabric to the board.
Join the pieces of your cornice. Start with one of the pieces you have already hinged. Cut a piece of scrap fabric about 4 inches wide and as long as your cornice the short length of your piece of wood. Glue and/or staple this fabric to the back of the wood, putting approximately 1 7/8 inches on the wood. Glue and/or staple the other side of the fabric to the next piece of cornice, putting approximately 1 7/8 inches on the wood. This leaves approximately 1/4 inch of scrap fabric open to have room to move. Continue this process until the entire cornice is joined.
Prepare the lining fabric. Cut the lining fabric to the size of the entire cornice, leaving 1/2 inch of allowance for folding. Fold the sides of the lining in, so they are approximately 1/2 inch smaller than the cornice. Staple the 1- inch-wide strip of cardboard to the bottom edge of the lining. Fold the bottom edge of the lining up, so that the cardboard is now covered, making a straight edge to line up with the bottom of the cornice.
Line the cornice. Line up the bottom edge of the cornice lining, 1/2 inch inside of the bottom edge of the cornice. Staple the lining to the cornice on the sides and bottom. Trim the top edge of the lining to just inside the cornice. Staple the female side (soft) of the hook-and-loop tape to the top of the lining and cornice.
Attach the cornice to the cornice board. Using the hook-and-loop tape to attach the cornice, press each piece of cornice along the cornice board, lining up the corners.