Haven't made one but I have experience building with curves and lots of other jibs. First I would buy some 2x8s. Cut two the same size to be the end supports(I'd say 8 inches) and one to be the middle support(14-18"). Make a sturdy frame with these (a 2x4 straight across on both sides should do). Get some 1/2" or 3/8" plywood and cut it 1 foot wide and screw it to one of the end 2x8s, then the middle piece with just 1 screw for now. Then stand on the other end of the plywood and secure it to that end. If you like it, add some more screws and add the puckboard (I assume this stuff bends). Make sure to counter sink into the puckboard.
Coping is always a plus, but if you don't have it it will still be fine.